+68.4%
T vs SGI
+263.3%
-194.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.2% | -1.6% |
| 7D | -3.1% | +0.6% | -3.7% | -3.1% |
| 30D | +4.6% | +5.5% | -1.0% | +3.9% |
| 3M | +12.2% | -3.6% | +15.8% | +12.4% |
| 6M | -6.5% | -15.0% | +8.6% | -5.4% |
| YTD | +4.9% | -23.0% | +27.9% | +7.0% |
| 1Y | -10.5% | -18.4% | +7.9% | -9.4% |
| 3Y | +104.6% | +57.8% | +46.8% | +89.0% |
| 5Y | +64.2% | +51.5% | +12.7% | +49.1% |
| 10Y | +68.4% | +275.2% | -206.7% | +32.1% |
| All | +68.4% | +263.3% | -194.8% | +32.1% |
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