+60.0%
SGI vs TECH
-41.8%
+101.8%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.3% | -0.4% |
| 7D | +9.3% | +0.2% | +9.1% | +9.2% |
| 30D | +6.9% | +0.1% | +6.7% | +6.8% |
| 3M | +2.8% | +37.5% | -34.6% | -9.7% |
| 6M | -12.6% | +34.6% | -47.2% | -24.3% |
| YTD | -21.5% | +23.5% | -45.0% | -29.7% |
| 1Y | -18.8% | +34.4% | -53.1% | -30.9% |
| 3Y | +60.8% | +2.3% | +58.6% | +47.3% |
| 5Y | +60.0% | -41.7% | +101.7% | +80.6% |
| All | +60.0% | -41.8% | +101.8% | +80.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 5y: compounded portfolio wealth divided by compounded TECH 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…
5y analysis · Full analysis span regression · 6 months rolling