-21.6%
SGI vs TENB
+4.2%
-25.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.9% | +1.8% | -2.7% |
| 7D | -4.9% | -7.1% | +2.2% | -4.3% |
| 30D | +1.6% | -15.4% | +16.9% | +3.1% |
| 3M | -3.2% | +19.5% | -22.7% | -4.7% |
| 6M | -16.0% | +54.8% | -70.9% | -20.1% |
| YTD | -25.4% | +36.1% | -61.5% | -27.6% |
| 1Y | -21.6% | +7.0% | -28.6% | -18.8% |
| All | -21.6% | +4.2% | -25.7% | -18.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling