+60.8%
SGI vs TAP
-31.5%
+92.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.7% | +0.8% |
| 7D | +9.3% | -2.3% | +11.6% | +10.1% |
| 30D | +6.9% | -9.4% | +16.3% | +10.1% |
| 3M | +2.8% | -0.8% | +3.6% | +2.7% |
| 6M | -12.6% | -14.7% | +2.1% | -8.5% |
| YTD | -21.5% | -13.9% | -7.6% | -18.3% |
| 1Y | -18.8% | -18.6% | -0.1% | -13.7% |
| 3Y | +60.8% | -32.0% | +92.9% | +73.8% |
| All | +60.8% | -31.5% | +92.3% | +73.8% |
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