+21.0%
STM vs SGI
+60.4%
-39.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.6% |
| 7D | +5.8% | +8.5% | -2.8% | +1.6% |
| 30D | -1.0% | +0.7% | -1.7% | -1.8% |
| 3M | -33.3% | +0.6% | -33.9% | -33.9% |
| 6M | +57.4% | -17.9% | +75.3% | +70.9% |
| YTD | +102.2% | -21.2% | +123.4% | +122.6% |
| 1Y | +99.6% | -18.9% | +118.5% | +115.0% |
| 3Y | +14.5% | +52.6% | -38.1% | -12.0% |
| All | +21.0% | +60.4% | -39.4% | -21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling