+12.8%
TEAM vs SGI
-17.2%
+30.0%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.1% | -2.6% |
| 7D | -0.4% | +8.5% | -9.0% | -0.7% |
| 30D | +67.3% | +0.7% | +66.6% | +66.6% |
| 3M | +86.8% | +0.6% | +86.2% | +85.4% |
| 6M | +146.8% | -17.9% | +164.8% | +143.8% |
| YTD | +16.9% | -21.2% | +38.1% | +16.6% |
| 1Y | +12.8% | -18.9% | +31.6% | +15.6% |
| All | +12.8% | -17.2% | +30.0% | +15.6% |
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 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