+1,057.8%
TER vs SGI
+318.6%
+739.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.2% | +0.3% |
| 7D | +24.0% | -10.7% | +34.7% | +29.0% |
| 30D | -30.6% | -3.6% | -27.1% | -30.3% |
| 3M | -34.5% | -5.4% | -29.1% | -34.1% |
| 6M | -26.4% | -7.0% | -19.3% | -25.6% |
| YTD | +36.4% | -31.6% | +68.0% | +54.2% |
| 1Y | +47.4% | -33.5% | +80.9% | +68.3% |
| 3Y | +202.6% | +66.5% | +136.1% | +147.9% |
| 5Y | +83.9% | +42.2% | +41.7% | +52.6% |
| All | +1,057.8% | +318.6% | +739.2% | +559.7% |
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