+50.0%
SGI vs TXG
+43.8%
+6.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.3% | -2.3% | +0.3% |
| 7D | -4.5% | +9.5% | -13.9% | -6.1% |
| 30D | +4.2% | +18.8% | -14.6% | +0.5% |
| 3M | -7.4% | +136.1% | -143.6% | -22.8% |
| 6M | -15.1% | +235.2% | -250.3% | -34.2% |
| YTD | -24.7% | +320.5% | -345.2% | -44.3% |
| 1Y | -21.8% | +425.2% | -446.9% | -45.3% |
| 3Y | +50.0% | +42.9% | +7.1% | +38.8% |
| All | +50.0% | +43.8% | +6.3% | +38.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling