-53.8%
TEAM vs SGI
+61.8%
-115.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.4% | -6.5% | -6.7% |
| 7D | -5.7% | +9.3% | -15.0% | -9.6% |
| 30D | +18.3% | +6.9% | +11.5% | +14.6% |
| 3M | +80.2% | +2.8% | +77.4% | +76.0% |
| 6M | +111.0% | -12.6% | +123.6% | +117.7% |
| YTD | +8.8% | -21.5% | +30.3% | +17.6% |
| 1Y | +2.2% | -18.8% | +20.9% | +7.0% |
| 3Y | -14.6% | +60.8% | -75.4% | -41.8% |
| 5Y | -53.8% | +60.0% | -113.8% | -73.3% |
| All | -53.8% | +61.8% | -115.6% | -73.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling