+262.8%
SGI vs TKO
+989.7%
-726.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | -4.5% | +2.3% | -6.8% | -5.1% |
| 30D | +4.2% | -2.5% | +6.7% | +4.9% |
| 3M | -7.4% | -10.6% | +3.1% | -4.7% |
| 6M | -15.1% | -5.1% | -10.0% | -14.1% |
| YTD | -24.7% | -8.2% | -16.5% | -23.2% |
| 1Y | -21.8% | -4.4% | -17.3% | -21.4% |
| 3Y | +50.0% | +100.4% | -50.3% | +19.8% |
| 5Y | +48.9% | +294.3% | -245.4% | -5.1% |
| All | +262.8% | +989.7% | -726.9% | +64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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