+47.4%
SGI vs TRI
-10.0%
+57.4%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.6% |
| 7D | -4.5% | -7.9% | +3.4% | -2.7% |
| 30D | +4.2% | -4.5% | +8.7% | +5.1% |
| 3M | -7.4% | +22.1% | -29.6% | -12.6% |
| 6M | -15.1% | -2.8% | -12.3% | -15.1% |
| YTD | -24.7% | -23.4% | -1.3% | -17.9% |
| 1Y | -21.8% | -41.5% | +19.8% | -3.6% |
| 3Y | +50.0% | -19.2% | +69.3% | +42.1% |
| All | +47.4% | -10.0% | +57.4% | +9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling