+348.1%
SGI vs TRU
+238.0%
+110.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.9% | +6.4% | +3.7% |
| 7D | +8.5% | -6.8% | +15.3% | +12.4% |
| 30D | +0.7% | 0.0% | +0.6% | +0.4% |
| 3M | +0.6% | +13.3% | -12.7% | -7.0% |
| 6M | -17.9% | +3.4% | -21.4% | -20.7% |
| YTD | -21.2% | -6.4% | -14.8% | -20.7% |
| 1Y | -18.9% | -9.7% | -9.2% | -18.0% |
| 3Y | +52.6% | +0.1% | +52.5% | +34.2% |
| 5Y | +60.7% | -34.0% | +94.8% | +83.2% |
| 10Y | +278.1% | +147.9% | +130.2% | +147.7% |
| All | +348.1% | +238.0% | +110.1% | +178.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling