+61.6%
SGI vs TRMB
+14.4%
+47.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.6% | +1.0% |
| 7D | +8.5% | -2.5% | +11.1% | +9.8% |
| 30D | +0.7% | +1.5% | -0.8% | -0.1% |
| 3M | +0.6% | +6.8% | -6.2% | -2.7% |
| 6M | -17.9% | -14.9% | -3.0% | -12.3% |
| YTD | -21.2% | -24.1% | +2.9% | -11.8% |
| 1Y | -18.9% | -25.4% | +6.5% | -8.8% |
| All | +61.6% | +14.4% | +47.2% | +45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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