+333.9%
SGI vs THC
+1,879.5%
-1,545.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.8% |
| 7D | -10.5% | +0.2% | -10.7% | -10.5% |
| 30D | +0.1% | +9.0% | -8.9% | -2.8% |
| 3M | -4.0% | +12.9% | -16.9% | -8.1% |
| 6M | -5.6% | +52.8% | -58.5% | -19.5% |
| YTD | -29.5% | +47.4% | -76.9% | -39.8% |
| 1Y | -31.5% | +47.7% | -79.2% | -41.8% |
| 3Y | +71.6% | +444.7% | -373.1% | -13.1% |
| 5Y | +50.5% | +269.3% | -218.7% | -17.3% |
| 10Y | +333.9% | +1,913.5% | -1,579.7% | +12.2% |
| All | +333.9% | +1,879.5% | -1,545.7% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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