+149.0%
STM vs SGI
+2,021.1%
-1,872.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -2.8% | -9.6% | -11.6% |
| 7D | -20.1% | +5.3% | -25.4% | -21.4% |
| 30D | -32.0% | +8.2% | -40.1% | -33.8% |
| 3M | -24.2% | -2.2% | -22.0% | -24.3% |
| 6M | -29.9% | -8.4% | -21.5% | -28.9% |
| YTD | +54.9% | -23.4% | +78.3% | +65.3% |
| 1Y | +68.0% | -14.0% | +82.0% | +72.5% |
| 3Y | -0.1% | +78.8% | -78.9% | -17.4% |
| 5Y | -17.9% | +58.6% | -76.5% | -31.4% |
| 10Y | +392.2% | +427.8% | -35.6% | +171.7% |
| All | +149.0% | +2,021.1% | -1,872.1% | -26.1% |
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 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