+53.3%
SGI vs TRI
-19.2%
+72.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | -0.1% | -1.7% |
| 7D | +0.6% | -8.4% | +9.0% | +1.3% |
| 30D | +5.5% | -6.5% | +12.0% | +6.1% |
| 3M | -3.6% | +18.6% | -22.2% | -4.8% |
| 6M | -15.0% | -10.4% | -4.6% | -13.5% |
| YTD | -23.0% | -23.7% | +0.7% | -19.9% |
| 1Y | -18.4% | -42.5% | +24.0% | -10.1% |
| All | +53.3% | -19.2% | +72.6% | +68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 3y: compounded portfolio wealth divided by compounded TRI 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…
3y analysis · Full analysis span regression · 6 months rolling