+453.4%
STT vs SGI
+1,852.9%
-1,399.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +1.9% | +1.6% |
| 7D | +0.4% | -10.5% | +10.9% | +3.6% |
| 30D | -0.4% | +0.1% | -0.6% | -0.8% |
| 3M | -6.5% | -4.0% | -2.5% | -6.0% |
| 6M | +17.2% | -5.6% | +22.8% | +17.6% |
| YTD | +38.2% | -29.5% | +67.7% | +49.8% |
| 1Y | +49.3% | -31.5% | +80.8% | +63.1% |
| 3Y | +181.9% | +71.6% | +110.3% | +131.3% |
| 5Y | +106.9% | +50.5% | +56.4% | +70.2% |
| 10Y | +203.1% | +333.9% | -130.7% | +61.2% |
| All | +453.4% | +1,852.9% | -1,399.6% | +23.3% |
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