+389.4%
STM vs SGI
+397.2%
-7.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -5.5% | +9.9% | +6.5% |
| 7D | -10.7% | +1.0% | -11.7% | -11.4% |
| 30D | -25.7% | +3.9% | -29.6% | -27.4% |
| 3M | -21.6% | -0.8% | -20.7% | -22.2% |
| 6M | -27.8% | -18.0% | -9.8% | -23.4% |
| YTD | +61.8% | -27.6% | +89.4% | +79.2% |
| 1Y | +78.1% | -27.2% | +105.3% | +96.6% |
| 3Y | +4.9% | +76.0% | -71.1% | -18.3% |
| 5Y | -14.3% | +50.0% | -64.2% | -32.3% |
| All | +389.4% | +397.2% | -7.7% | +153.1% |
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