-24.5%
TE vs SGI
+50.3%
-74.8%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.1% | -3.6% | -4.6% |
| 7D | +0.9% | -4.9% | +5.8% | +4.5% |
| 30D | -16.3% | +1.6% | -17.9% | -17.3% |
| 3M | -40.8% | -3.2% | -37.6% | -40.0% |
| 6M | -42.6% | -16.0% | -26.6% | -36.9% |
| YTD | -31.4% | -25.4% | -6.0% | -19.8% |
| 1Y | +144.9% | -21.6% | +166.5% | +168.7% |
| All | -24.5% | +50.3% | -74.8% | -50.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling