+464.3%
T vs SGI
+1,862.0%
-1,397.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.3% | +5.9% | +1.2% |
| 7D | +2.6% | -3.9% | +6.5% | +3.0% |
| 30D | -1.1% | +0.9% | -2.0% | -1.2% |
| 3M | -7.7% | -2.9% | -4.8% | -7.6% |
| 6M | -10.6% | -9.0% | -1.7% | -10.1% |
| YTD | -7.5% | -29.2% | +21.7% | -4.7% |
| 1Y | -7.4% | -32.3% | +24.8% | -4.2% |
| 3Y | +63.1% | +72.4% | -9.3% | +49.1% |
| 5Y | +55.2% | +50.6% | +4.6% | +41.1% |
| 10Y | +58.8% | +335.2% | -276.4% | +19.1% |
| All | +464.3% | +1,862.0% | -1,397.7% | +180.3% |
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