+160.0%
STM vs SGI
+1,905.4%
-1,745.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -5.5% | +9.9% | +6.0% |
| 7D | -10.7% | +1.0% | -11.7% | -11.2% |
| 30D | -25.7% | +3.9% | -29.6% | -27.0% |
| 3M | -21.6% | -0.8% | -20.7% | -22.0% |
| 6M | -27.8% | -18.0% | -9.8% | -24.4% |
| YTD | +61.8% | -27.6% | +89.4% | +75.2% |
| 1Y | +78.1% | -27.2% | +105.3% | +92.5% |
| 3Y | +4.9% | +76.0% | -71.1% | -12.9% |
| 5Y | -14.3% | +50.0% | -64.2% | -27.2% |
| 10Y | +414.1% | +399.1% | +15.0% | +188.0% |
| All | +160.0% | +1,905.4% | -1,745.4% | -21.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling