+454.5%
TEAM vs SGI
+337.7%
+116.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.0% | +2.7% |
| 7D | -19.7% | -10.5% | -9.2% | -17.0% |
| 30D | -26.6% | +0.1% | -26.8% | -26.7% |
| 3M | -1.1% | -4.0% | +2.9% | -0.1% |
| 6M | +74.6% | -5.6% | +80.2% | +75.9% |
| YTD | -6.0% | -29.5% | +23.5% | +1.2% |
| 1Y | -3.2% | -31.5% | +28.3% | +5.0% |
| 3Y | -13.5% | +71.6% | -85.1% | -28.0% |
| 5Y | -65.5% | +50.5% | -116.0% | -71.5% |
| 10Y | +454.5% | +333.9% | +120.7% | +254.5% |
| All | +454.5% | +337.7% | +116.9% | +254.5% |
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