-53.2%
TE vs SGI
+246.6%
-299.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.2% |
| 7D | -4.0% | +8.5% | -12.5% | -6.4% |
| 30D | -15.9% | +0.7% | -16.6% | -16.2% |
| 3M | -60.5% | +0.6% | -61.2% | -60.7% |
| 6M | -35.2% | -17.9% | -17.3% | -31.8% |
| YTD | -31.1% | -21.2% | -10.0% | -27.1% |
| 1Y | +148.6% | -18.9% | +167.5% | +159.4% |
| 3Y | -26.4% | +52.6% | -79.0% | -34.7% |
| 5Y | -48.0% | +60.7% | -108.7% | -56.9% |
| All | -53.2% | +246.6% | -299.8% | -62.0% |
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