+51.5%
SGI vs TRMB
-39.0%
+90.5%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -0.5% |
| 7D | +0.6% | -2.9% | +3.5% | +2.4% |
| 30D | +5.5% | -1.8% | +7.3% | +6.4% |
| 3M | -3.6% | +8.4% | -12.0% | -8.7% |
| 6M | -15.0% | -18.5% | +3.5% | -4.9% |
| YTD | -23.0% | -26.7% | +3.7% | -8.8% |
| 1Y | -18.4% | -28.3% | +9.9% | -2.6% |
| 3Y | +57.8% | +12.6% | +45.2% | +33.8% |
| 5Y | +51.5% | -38.7% | +90.2% | +83.4% |
| All | +51.5% | -39.0% | +90.5% | +83.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling