+148.6%
TE vs SGI
-17.2%
+165.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.2% |
| 7D | -4.0% | +8.5% | -12.5% | -6.3% |
| 30D | -15.9% | +0.7% | -16.6% | -16.1% |
| 3M | -60.5% | +0.6% | -61.2% | -60.5% |
| 6M | -35.2% | -17.9% | -17.3% | -36.4% |
| YTD | -31.1% | -21.2% | -10.0% | -32.0% |
| 1Y | +148.6% | -18.9% | +167.5% | +146.1% |
| All | +148.6% | -17.2% | +165.8% | +146.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling