+1,872.3%
SGI vs TRMB
+1,025.6%
+846.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.6% | +1.1% |
| 7D | +8.5% | -2.5% | +11.1% | +10.1% |
| 30D | +0.7% | +1.5% | -0.8% | -0.3% |
| 3M | +0.6% | +6.8% | -6.2% | -3.5% |
| 6M | -17.9% | -14.9% | -3.0% | -11.2% |
| YTD | -21.2% | -24.1% | +2.9% | -9.8% |
| 1Y | -18.9% | -25.4% | +6.5% | -6.7% |
| 3Y | +52.6% | +8.0% | +44.6% | +38.7% |
| 5Y | +60.7% | -37.3% | +98.0% | +94.9% |
| 10Y | +278.1% | +116.8% | +161.3% | +141.5% |
| All | +1,872.3% | +1,025.6% | +846.6% | +643.8% |
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