+229.3%
SGI vs TXG
+7.8%
+221.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.8% | +0.6% |
| 7D | -5.3% | -1.8% | -3.5% | -5.0% |
| 30D | -2.1% | -20.4% | +18.3% | +1.6% |
| 3M | -8.2% | +0.1% | -8.2% | -11.0% |
| 6M | -4.6% | +176.2% | -180.7% | -28.4% |
| YTD | -31.5% | +256.8% | -288.2% | -52.1% |
| 1Y | -30.8% | +255.9% | -286.7% | -52.0% |
| 3Y | +67.2% | +60.2% | +7.0% | +29.4% |
| 5Y | +42.5% | -65.1% | +107.6% | +39.7% |
| All | +229.3% | +7.8% | +221.6% | +139.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 10y: compounded portfolio wealth divided by compounded TXG 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…
10y analysis · Full analysis span regression · 6 months rolling