+513.9%
STT vs SGI
+2,083.6%
-1,569.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | 0.0% |
| 7D | +0.5% | +8.5% | -8.1% | -1.9% |
| 30D | +3.9% | +0.7% | +3.2% | +3.4% |
| 3M | +20.0% | +0.6% | +19.4% | +18.9% |
| 6M | +55.3% | -17.9% | +73.3% | +62.3% |
| YTD | +53.3% | -21.2% | +74.5% | +61.6% |
| 1Y | +74.7% | -18.9% | +93.6% | +81.9% |
| 3Y | +205.8% | +52.6% | +153.2% | +159.7% |
| 5Y | +145.0% | +60.7% | +84.3% | +98.3% |
| 10Y | +266.0% | +278.1% | -12.1% | +100.9% |
| All | +513.9% | +2,083.6% | -1,569.6% | +33.1% |
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 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