+194.0%
STT vs SGI
+319.5%
-125.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.4% | -0.2% |
| 7D | +4.8% | -5.3% | +10.1% | +6.4% |
| 30D | +3.9% | -2.1% | +6.0% | +4.2% |
| 3M | -8.2% | -8.2% | 0.0% | -6.4% |
| 6M | +15.6% | -4.6% | +20.2% | +15.6% |
| YTD | +37.6% | -31.5% | +69.1% | +50.6% |
| 1Y | +50.1% | -30.8% | +80.9% | +63.7% |
| 3Y | +183.1% | +67.2% | +115.8% | +132.8% |
| 5Y | +104.8% | +42.5% | +62.3% | +69.1% |
| All | +194.0% | +319.5% | -125.6% | +69.8% |
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 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