+200.7%
STT vs SGI
+59.4%
+141.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | +2.2% | +9.3% | -7.1% | -0.5% |
| 30D | +3.9% | +6.9% | -3.0% | +1.7% |
| 3M | +19.2% | +2.8% | +16.3% | +17.3% |
| 6M | +60.4% | -12.6% | +73.0% | +64.9% |
| YTD | +51.5% | -21.5% | +73.0% | +60.7% |
| 1Y | +76.3% | -18.8% | +95.0% | +84.2% |
| 3Y | +200.7% | +60.8% | +139.9% | +153.7% |
| All | +200.7% | +59.4% | +141.4% | +153.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling