-53.4%
TE vs SGI
+228.0%
-281.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.1% | -3.6% | -5.8% |
| 7D | +0.9% | -4.9% | +5.8% | +2.5% |
| 30D | -16.3% | +1.6% | -17.9% | -16.7% |
| 3M | -40.8% | -3.2% | -37.6% | -40.3% |
| 6M | -42.6% | -16.0% | -26.6% | -39.8% |
| YTD | -31.4% | -25.4% | -6.0% | -26.1% |
| 1Y | +144.9% | -21.6% | +166.5% | +158.4% |
| 3Y | -26.0% | +52.9% | -78.9% | -33.9% |
| 5Y | -48.5% | +47.5% | -96.0% | -56.5% |
| All | -53.4% | +228.0% | -281.4% | -61.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling