+553.1%
T vs SGI
+2,083.6%
-1,530.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.5% | -2.0% |
| 7D | -1.3% | +8.5% | -9.8% | -2.2% |
| 30D | +11.4% | +0.7% | +10.7% | +11.2% |
| 3M | +14.3% | +0.6% | +13.7% | +13.9% |
| 6M | -9.3% | -17.9% | +8.7% | -7.8% |
| YTD | +7.1% | -21.2% | +28.3% | +9.1% |
| 1Y | -9.1% | -18.9% | +9.8% | -7.9% |
| 3Y | +105.3% | +52.6% | +52.7% | +90.6% |
| 5Y | +66.8% | +60.7% | +6.1% | +50.6% |
| 10Y | +66.8% | +278.1% | -211.3% | +26.8% |
| All | +553.1% | +2,083.6% | -1,530.5% | +220.9% |
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