+802.8%
TEAM vs SGI
+284.3%
+518.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.1% | -2.8% |
| 7D | -0.4% | +8.5% | -9.0% | -2.7% |
| 30D | +67.3% | +0.7% | +66.6% | +66.9% |
| 3M | +86.8% | +0.6% | +86.2% | +85.6% |
| 6M | +146.8% | -17.9% | +164.8% | +156.0% |
| YTD | +16.9% | -21.2% | +38.1% | +22.2% |
| 1Y | +12.8% | -18.9% | +31.6% | +16.3% |
| 3Y | -7.3% | +52.6% | -59.9% | -20.4% |
| 5Y | -50.7% | +60.7% | -111.4% | -60.0% |
| 10Y | +529.8% | +278.1% | +251.7% | +314.0% |
| All | +802.8% | +284.3% | +518.4% | +485.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling