+67.2%
SGI vs TENB
+9.5%
+57.7%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | -5.3% | -3.3% | -2.1% | -4.7% |
| 30D | -2.1% | +6.9% | -9.0% | -3.5% |
| 3M | -8.2% | +1.8% | -10.0% | -9.2% |
| 6M | -4.6% | +98.1% | -102.6% | -20.8% |
| YTD | -31.5% | +73.2% | -104.7% | -41.3% |
| 1Y | -30.8% | +50.7% | -81.5% | -37.8% |
| 3Y | +67.2% | +9.3% | +57.9% | +60.6% |
| All | +67.2% | +9.5% | +57.7% | +60.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling