-18.9%
SGI vs TRU
-7.3%
-11.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.9% | +6.4% | +2.1% |
| 7D | +8.5% | -6.8% | +15.3% | +10.5% |
| 30D | +0.7% | 0.0% | +0.6% | +0.5% |
| 3M | +0.6% | +13.3% | -12.7% | -3.0% |
| 6M | -17.9% | +3.4% | -21.4% | -20.1% |
| YTD | -21.2% | -6.4% | -14.8% | -22.7% |
| 1Y | -18.9% | -9.7% | -9.2% | -21.4% |
| All | -18.9% | -7.3% | -11.6% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 1y: compounded portfolio wealth divided by compounded TRU 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…
1y analysis · Full analysis span regression · 6 months rolling