+108.9%
T vs SGI
+60.1%
+48.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.5% | -2.0% |
| 7D | -1.3% | +8.5% | -9.8% | -1.4% |
| 30D | +11.4% | +0.7% | +10.7% | +11.3% |
| 3M | +14.3% | +0.6% | +13.7% | +14.2% |
| 6M | -9.3% | -17.9% | +8.7% | -9.0% |
| YTD | +7.1% | -21.2% | +28.3% | +7.4% |
| 1Y | -9.1% | -18.9% | +9.8% | -9.1% |
| All | +108.9% | +60.1% | +48.8% | +103.0% |
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