+86.1%
SGI vs TAP
-20.1%
+106.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.1% | -0.7% | -2.1% |
| 7D | +5.3% | +7.7% | -2.4% | +3.0% |
| 30D | +8.2% | +14.4% | -6.2% | +4.0% |
| 3M | -2.2% | +2.0% | -4.2% | -3.0% |
| 6M | -8.4% | +2.5% | -10.9% | -9.5% |
| YTD | -23.4% | -6.4% | -17.0% | -22.4% |
| 1Y | -14.0% | -2.3% | -11.7% | -14.2% |
| All | +86.1% | -20.1% | +106.2% | +84.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling