+260.3%
STT vs SGI
+266.5%
-6.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | +0.6% |
| 7D | -1.4% | -4.9% | +3.5% | +0.1% |
| 30D | +2.2% | +1.6% | +0.6% | +1.5% |
| 3M | +18.8% | -3.2% | +22.0% | +19.1% |
| 6M | +57.9% | -16.0% | +74.0% | +63.9% |
| YTD | +51.0% | -25.4% | +76.4% | +61.7% |
| 1Y | +77.1% | -21.6% | +98.7% | +86.3% |
| 3Y | +199.8% | +52.9% | +147.0% | +154.7% |
| 5Y | +156.0% | +47.5% | +108.5% | +110.9% |
| All | +260.3% | +266.5% | -6.1% | +107.1% |
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 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