+1,815.8%
SGI vs TAP
+153.9%
+1,661.9%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.1% | -0.7% | -1.9% |
| 7D | +5.3% | +7.7% | -2.4% | +2.0% |
| 30D | +8.2% | +14.4% | -6.2% | +2.2% |
| 3M | -2.2% | +2.0% | -4.2% | -3.3% |
| 6M | -8.4% | +2.5% | -10.9% | -10.0% |
| YTD | -23.4% | -6.4% | -17.0% | -22.2% |
| 1Y | -14.0% | -2.3% | -11.7% | -14.5% |
| 3Y | +78.8% | -20.3% | +99.1% | +90.3% |
| 5Y | +58.6% | +6.9% | +51.7% | +46.2% |
| 10Y | +427.8% | -46.3% | +474.2% | +516.3% |
| All | +1,815.8% | +153.9% | +1,661.9% | +1,187.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling