+66.1%
T vs SGI
+61.8%
+4.2%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | -1.5% | +9.3% | -10.8% | -2.2% |
| 30D | +7.6% | +6.9% | +0.7% | +7.1% |
| 3M | +15.3% | +2.8% | +12.5% | +14.8% |
| 6M | -8.5% | -12.6% | +4.1% | -7.9% |
| YTD | +6.8% | -21.5% | +28.3% | +8.1% |
| 1Y | -7.2% | -18.8% | +11.5% | -6.5% |
| 3Y | +108.2% | +60.8% | +47.4% | +94.1% |
| 5Y | +66.1% | +60.0% | +6.0% | +43.0% |
| All | +66.1% | +61.8% | +4.2% | +43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling