+72.0%
SGI vs TW
+41.7%
+30.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.5% |
| 7D | -10.5% | +2.8% | -13.3% | -10.5% |
| 30D | +0.1% | +18.1% | -17.9% | -0.3% |
| 3M | -4.0% | +25.2% | -29.2% | -4.5% |
| 6M | -5.6% | +19.1% | -24.7% | -5.8% |
| YTD | -29.5% | +21.9% | -51.4% | -30.0% |
| 1Y | -31.5% | +18.9% | -50.4% | -31.8% |
| All | +72.0% | +41.7% | +30.2% | +73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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