+41.4%
SGI vs THC
+258.4%
-217.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -5.3% | +1.0% | -6.3% | -5.6% |
| 30D | -2.1% | +5.3% | -7.4% | -3.6% |
| 3M | -8.2% | +7.1% | -15.3% | -10.2% |
| 6M | -4.6% | +46.0% | -50.6% | -15.8% |
| YTD | -31.5% | +43.9% | -75.4% | -39.8% |
| 1Y | -30.8% | +45.4% | -76.3% | -39.7% |
| 3Y | +67.2% | +421.3% | -354.1% | -12.1% |
| All | +41.4% | +258.4% | -217.0% | -17.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling