+303.8%
SGI vs TAP
-47.7%
+351.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -2.9% |
| 7D | -10.7% | -6.3% | -4.4% | -8.4% |
| 30D | -3.6% | +2.7% | -6.3% | -4.4% |
| 3M | -5.4% | -3.7% | -1.7% | -4.1% |
| 6M | -7.0% | -2.0% | -5.0% | -6.8% |
| YTD | -31.6% | -12.3% | -19.3% | -28.8% |
| 1Y | -33.5% | -10.1% | -23.5% | -31.6% |
| 3Y | +66.5% | -25.3% | +91.7% | +80.5% |
| 5Y | +42.2% | -1.9% | +44.1% | +37.6% |
| All | +303.8% | -47.7% | +351.5% | +330.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling