-84.3%
TE vs SGI
+41.4%
-125.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.3% | -3.2% |
| 7D | -19.1% | -5.3% | -13.8% | -16.1% |
| 30D | -34.1% | -2.1% | -32.1% | -33.6% |
| 3M | -60.1% | -8.2% | -52.0% | -58.2% |
| 6M | -66.0% | -4.6% | -61.4% | -65.0% |
| YTD | -71.4% | -31.5% | -40.0% | -65.3% |
| 1Y | -45.3% | -30.8% | -14.4% | -34.1% |
| 3Y | +9.1% | +67.2% | -58.1% | -25.2% |
| All | -84.3% | +41.4% | -125.7% | -88.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling