+99.6%
STM vs SGI
-17.2%
+116.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.7% |
| 7D | +5.8% | +8.5% | -2.8% | +2.4% |
| 30D | -1.0% | +0.7% | -1.7% | -1.5% |
| 3M | -33.3% | +0.6% | -33.9% | -33.5% |
| 6M | +57.4% | -17.9% | +75.3% | +65.2% |
| YTD | +102.2% | -21.2% | +123.4% | +115.0% |
| 1Y | +99.6% | -18.9% | +118.5% | +118.5% |
| All | +99.6% | -17.2% | +116.8% | +118.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 1y: compounded portfolio wealth divided by compounded SGI 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…
1y analysis · Full analysis span regression · 6 months rolling