+67.2%
SGI vs TRU
+58.0%
+9.3%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -5.3% | 0.0% | -5.3% | -5.3% |
| 30D | -2.1% | +21.3% | -23.4% | -9.1% |
| 3M | -8.2% | +0.2% | -8.4% | -8.7% |
| 6M | -4.6% | +22.4% | -26.9% | -12.6% |
| YTD | -31.5% | -4.8% | -26.6% | -31.6% |
| 1Y | -30.8% | -0.2% | -30.6% | -32.3% |
| 3Y | +67.2% | +57.9% | +9.3% | +9.7% |
| All | +67.2% | +58.0% | +9.3% | +9.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling