+1,672.1%
SGI vs TECH
+823.4%
+848.8%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | 0.0% | -5.3% | -5.3% |
| 7D | -3.9% | +0.2% | -4.2% | -4.0% |
| 30D | +0.9% | +0.5% | +0.5% | +0.7% |
| 3M | -2.9% | +1.1% | -4.0% | -3.4% |
| 6M | -9.0% | +51.0% | -60.0% | -27.2% |
| YTD | -29.2% | +24.4% | -53.5% | -39.5% |
| 1Y | -32.3% | +27.4% | -59.7% | -43.1% |
| 3Y | +72.4% | +28.5% | +43.9% | +31.8% |
| 5Y | +50.6% | -40.9% | +91.5% | +76.2% |
| 10Y | +335.2% | +192.5% | +142.7% | +80.2% |
| All | +1,672.1% | +823.4% | +848.8% | +339.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling