-1.4%
TEAM vs SGI
-33.4%
+32.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | -2.4% | -5.3% | +2.9% | -1.7% |
| 30D | -26.7% | -2.1% | -24.6% | -26.1% |
| 3M | -9.6% | -8.2% | -1.5% | -8.5% |
| 6M | +86.0% | -4.6% | +90.6% | +88.2% |
| YTD | -7.5% | -31.5% | +24.0% | -5.2% |
| 1Y | -1.4% | -30.8% | +29.5% | +0.8% |
| All | -1.4% | -33.4% | +32.0% | +0.8% |
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