+52.2%
SGI vs TXG
-63.6%
+115.8%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.6% | -4.5% | -2.5% |
| 7D | +0.6% | +9.1% | -8.5% | -1.5% |
| 30D | +5.5% | +14.9% | -9.4% | +1.8% |
| 3M | -3.6% | +120.0% | -123.6% | -21.8% |
| 6M | -15.0% | +221.8% | -236.8% | -37.7% |
| YTD | -23.0% | +312.6% | -335.6% | -47.3% |
| 1Y | -18.4% | +398.4% | -416.9% | -47.8% |
| 3Y | +57.8% | +42.1% | +15.7% | +31.0% |
| All | +52.2% | -63.6% | +115.8% | +38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling