+1,663.9%
SGI vs TRMB
+969.0%
+694.9%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.2% | -3.6% | -2.1% |
| 7D | -10.5% | +4.1% | -14.6% | -12.4% |
| 30D | +0.1% | -5.1% | +5.2% | +1.0% |
| 3M | -4.0% | -2.6% | -1.4% | -4.7% |
| 6M | -5.6% | -2.7% | -2.9% | -6.9% |
| YTD | -29.5% | -27.9% | -1.6% | -18.7% |
| 1Y | -31.5% | -29.0% | -2.5% | -20.5% |
| 3Y | +71.6% | +35.0% | +36.6% | +36.5% |
| 5Y | +50.5% | -33.9% | +84.4% | +74.5% |
| 10Y | +333.9% | +106.1% | +227.7% | +180.2% |
| All | +1,663.9% | +969.0% | +694.9% | +570.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling