+346.9%
SGI vs TW
+301.3%
+45.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.1% |
| 7D | -5.3% | +3.9% | -9.2% | -6.9% |
| 30D | -2.1% | +19.9% | -22.0% | -9.8% |
| 3M | -8.2% | +25.9% | -34.1% | -17.6% |
| 6M | -4.6% | +21.1% | -25.7% | -14.0% |
| YTD | -31.5% | +23.9% | -55.4% | -39.9% |
| 1Y | -30.8% | +21.2% | -52.1% | -38.8% |
| 3Y | +67.2% | +44.8% | +22.4% | +25.1% |
| 5Y | +42.5% | +41.4% | +1.1% | +5.6% |
| All | +346.9% | +301.3% | +45.5% | +63.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling