+56.6%
SGI vs TECH
-41.1%
+97.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.1% | +3.2% | +3.2% |
| 7D | -0.2% | +0.2% | -0.4% | -0.3% |
| 30D | +6.6% | +0.5% | +6.0% | +6.3% |
| 3M | +1.8% | +0.9% | +1.0% | +1.5% |
| 6M | -3.9% | +51.0% | -54.9% | -18.8% |
| YTD | -25.2% | +24.4% | -49.6% | -33.3% |
| 1Y | -26.7% | +27.6% | -54.3% | -35.6% |
| 3Y | +86.8% | +29.9% | +56.8% | +48.5% |
| 5Y | +56.6% | -40.6% | +97.3% | +80.9% |
| All | +56.6% | -41.1% | +97.7% | +80.9% |
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