+1,711.4%
SGI vs THC
+380.5%
+1,330.8%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.1% | -4.4% | -5.1% |
| 7D | +1.0% | +3.7% | -2.7% | -0.1% |
| 30D | +3.9% | +9.0% | -5.1% | +1.4% |
| 3M | -0.8% | +10.4% | -11.2% | -3.8% |
| 6M | -18.0% | +45.7% | -63.6% | -27.1% |
| YTD | -27.6% | +42.6% | -70.2% | -35.9% |
| 1Y | -27.2% | +38.8% | -66.0% | -35.3% |
| 3Y | +76.0% | +418.8% | -342.8% | +3.2% |
| 5Y | +50.0% | +275.7% | -225.7% | -7.7% |
| 10Y | +399.1% | +1,496.2% | -1,097.2% | +74.5% |
| All | +1,711.4% | +380.5% | +1,330.8% | +405.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling