+67.2%
SGI vs TRMB
+34.0%
+33.2%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.6% | +0.4% |
| 7D | -5.3% | +2.8% | -8.1% | -6.4% |
| 30D | -2.1% | -5.9% | +3.8% | -1.8% |
| 3M | -8.2% | -3.3% | -4.9% | -9.3% |
| 6M | -4.6% | +1.3% | -5.9% | -8.2% |
| YTD | -31.5% | -29.0% | -2.5% | -22.3% |
| 1Y | -30.8% | -27.8% | -3.1% | -22.3% |
| 3Y | +67.2% | +36.3% | +30.9% | +11.0% |
| All | +67.2% | +34.0% | +33.2% | +11.0% |
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