-30.8%
SGI vs TENB
+48.9%
-79.7%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | -5.3% | -3.3% | -2.1% | -5.0% |
| 30D | -2.1% | +6.9% | -9.0% | -2.6% |
| 3M | -8.2% | +1.8% | -10.0% | -8.4% |
| 6M | -4.6% | +98.1% | -102.6% | -10.5% |
| YTD | -31.5% | +73.2% | -104.7% | -34.9% |
| 1Y | -30.8% | +50.7% | -81.5% | -31.1% |
| All | -30.8% | +48.9% | -79.7% | -31.1% |
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