+426.0%
STT vs SGI
+1,905.4%
-1,479.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.5% | +5.7% | +1.8% |
| 7D | -2.5% | +1.0% | -3.4% | -2.9% |
| 30D | -5.0% | +3.9% | -8.9% | -6.3% |
| 3M | -10.0% | -0.8% | -9.2% | -10.3% |
| 6M | +10.6% | -18.0% | +28.6% | +15.5% |
| YTD | +31.4% | -27.6% | +59.0% | +41.4% |
| 1Y | +44.5% | -27.2% | +71.8% | +55.2% |
| 3Y | +169.5% | +76.0% | +93.5% | +119.5% |
| 5Y | +102.5% | +50.0% | +52.5% | +66.7% |
| 10Y | +213.0% | +399.1% | -186.1% | +59.9% |
| All | +426.0% | +1,905.4% | -1,479.4% | +16.4% |
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