+61.5%
SGI vs THC
+250.3%
-188.8%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.3% |
| 7D | +8.5% | -0.7% | +9.2% | +8.7% |
| 30D | +0.7% | +1.3% | -0.6% | +0.2% |
| 3M | +0.6% | +64.2% | -63.6% | -14.0% |
| 6M | -17.9% | +8.3% | -26.2% | -20.8% |
| YTD | -21.2% | +33.4% | -54.6% | -29.1% |
| 1Y | -18.9% | +37.7% | -56.5% | -28.4% |
| 3Y | +52.6% | +236.8% | -184.2% | -5.9% |
| All | +61.5% | +250.3% | -188.8% | -3.8% |
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