+197.6%
STT vs SGI
+356.4%
-158.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.3% | +5.7% | +2.0% |
| 7D | +1.1% | -3.9% | +5.1% | +2.2% |
| 30D | -1.9% | +0.9% | -2.9% | -2.5% |
| 3M | -7.6% | -2.9% | -4.7% | -7.4% |
| 6M | +16.0% | -9.0% | +24.9% | +17.6% |
| YTD | +36.2% | -29.2% | +65.4% | +47.7% |
| 1Y | +46.8% | -32.3% | +79.0% | +61.2% |
| 3Y | +177.8% | +72.4% | +105.4% | +126.4% |
| 5Y | +105.8% | +50.6% | +55.2% | +67.3% |
| 10Y | +197.6% | +335.2% | -137.7% | +67.7% |
| All | +197.6% | +356.4% | -158.9% | +67.7% |
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 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