+1,663.9%
SGI vs TECH
+823.1%
+840.8%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.4% | -0.4% |
| 7D | -10.5% | +0.1% | -10.6% | -10.5% |
| 30D | +0.1% | +0.3% | -0.2% | 0.0% |
| 3M | -4.0% | +1.0% | -5.0% | -4.4% |
| 6M | -5.6% | +54.0% | -59.6% | -25.3% |
| YTD | -29.5% | +24.3% | -53.8% | -39.7% |
| 1Y | -31.5% | +23.7% | -55.2% | -41.5% |
| 3Y | +71.6% | +28.5% | +43.2% | +31.2% |
| 5Y | +50.5% | -41.2% | +91.8% | +76.7% |
| 10Y | +333.9% | +189.2% | +144.7% | +80.9% |
| All | +1,663.9% | +823.1% | +840.8% | +337.2% |
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