-21.8%
SGI vs TRU
-13.7%
-8.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.7% |
| 7D | -4.5% | -2.7% | -1.7% | -3.7% |
| 30D | +4.2% | -2.0% | +6.2% | +4.6% |
| 3M | -7.4% | +18.4% | -25.9% | -12.0% |
| 6M | -15.1% | +8.9% | -23.9% | -17.7% |
| YTD | -24.7% | -8.9% | -15.7% | -25.5% |
| 1Y | -21.8% | -15.9% | -5.9% | -22.8% |
| All | -21.8% | -13.7% | -8.1% | -22.8% |
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