+51.5%
SGI vs TENB
-26.8%
+78.3%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | +0.6% | -1.7% | +2.3% | +1.1% |
| 30D | +5.5% | -8.3% | +13.8% | +7.3% |
| 3M | -3.6% | +26.2% | -29.8% | -11.4% |
| 6M | -15.0% | +60.2% | -75.2% | -28.4% |
| YTD | -23.0% | +43.1% | -66.1% | -33.4% |
| 1Y | -18.4% | +9.4% | -27.8% | -23.1% |
| 3Y | +57.8% | -23.9% | +81.6% | +63.2% |
| 5Y | +51.5% | -28.2% | +79.7% | +52.7% |
| All | +51.5% | -26.8% | +78.3% | +52.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling