+483.0%
SGI vs TENB
-9.4%
+492.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.0% | +7.0% | +3.0% |
| 7D | -4.5% | -12.1% | +7.6% | -0.3% |
| 30D | +4.2% | -18.6% | +22.8% | +10.6% |
| 3M | -7.4% | +12.1% | -19.5% | -13.4% |
| 6M | -15.1% | +46.8% | -61.9% | -29.4% |
| YTD | -24.7% | +28.0% | -52.7% | -34.9% |
| 1Y | -21.8% | -1.4% | -20.3% | -25.6% |
| 3Y | +50.0% | -33.9% | +84.0% | +61.5% |
| 5Y | +48.9% | -34.6% | +83.6% | +47.8% |
| All | +483.0% | -9.4% | +492.4% | +280.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 10y: compounded portfolio wealth divided by compounded TENB 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…
10y analysis · Full analysis span regression · 6 months rolling