+51.5%
SGI vs TW
+20.0%
+31.4%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.9% | -1.9% |
| 7D | +0.6% | -0.5% | +1.1% | +0.7% |
| 30D | +5.5% | -0.6% | +6.1% | +5.6% |
| 3M | -3.6% | +3.4% | -7.0% | -5.1% |
| 6M | -15.0% | -18.4% | +3.4% | -10.5% |
| YTD | -23.0% | -3.9% | -19.1% | -23.6% |
| 1Y | -18.4% | -13.3% | -5.1% | -16.2% |
| 3Y | +57.8% | +20.8% | +36.9% | +32.4% |
| 5Y | +51.5% | +20.3% | +31.2% | +27.5% |
| All | +51.5% | +20.0% | +31.4% | +27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling