+657.6%
STM vs SGI
+261.3%
+396.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | +5.2% | +9.3% | -4.1% | +1.7% |
| 30D | -7.4% | +6.9% | -14.2% | -9.9% |
| 3M | -30.6% | +2.8% | -33.5% | -31.7% |
| 6M | +66.4% | -12.6% | +79.0% | +73.6% |
| YTD | +101.1% | -21.5% | +122.7% | +117.7% |
| 1Y | +97.4% | -18.8% | +116.1% | +109.7% |
| 3Y | +21.1% | +60.8% | -39.7% | -1.7% |
| 5Y | +22.5% | +60.0% | -37.5% | -4.5% |
| 10Y | +657.6% | +267.8% | +389.8% | +283.1% |
| All | +657.6% | +261.3% | +396.2% | +283.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling