-2.5%
TEAM vs SGI
-20.0%
+17.4%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.7% | +0.8% |
| 7D | -4.7% | +0.6% | -5.3% | -4.7% |
| 30D | +17.0% | +5.5% | +11.5% | +16.7% |
| 3M | +85.9% | -3.6% | +89.5% | +84.5% |
| 6M | +116.7% | -15.0% | +131.7% | +114.0% |
| YTD | +9.6% | -23.0% | +32.7% | +9.7% |
| 1Y | -2.5% | -18.4% | +15.9% | +1.4% |
| All | -2.5% | -20.0% | +17.4% | +1.4% |
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