+278.7%
SGI vs TXG
+16.0%
+262.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.7% |
| 7D | +8.5% | +1.8% | +6.7% | +8.1% |
| 30D | +0.7% | +32.0% | -31.3% | -6.3% |
| 3M | +0.6% | +87.0% | -86.4% | -14.6% |
| 6M | -17.9% | +180.1% | -198.0% | -37.1% |
| YTD | -21.2% | +284.1% | -305.3% | -44.3% |
| 1Y | -18.9% | +361.7% | -380.5% | -46.2% |
| 3Y | +52.6% | +15.9% | +36.7% | +32.0% |
| 5Y | +60.7% | -66.2% | +126.9% | +62.0% |
| All | +278.7% | +16.0% | +262.7% | +179.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling