+1,744.2%
TER vs SGI
+261.3%
+1,482.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.7% | +4.4% |
| 7D | +11.0% | +9.3% | +1.7% | +7.4% |
| 30D | -1.9% | +6.9% | -8.8% | -4.5% |
| 3M | -0.7% | +2.8% | -3.5% | -2.3% |
| 6M | +36.4% | -12.6% | +49.0% | +42.9% |
| YTD | +92.4% | -21.5% | +114.0% | +108.8% |
| 1Y | +213.5% | -18.8% | +232.3% | +234.4% |
| 3Y | +277.2% | +60.8% | +216.4% | +215.5% |
| 5Y | +219.1% | +60.0% | +159.1% | +157.5% |
| 10Y | +1,744.2% | +267.8% | +1,476.4% | +943.3% |
| All | +1,744.2% | +261.3% | +1,482.9% | +943.3% |
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 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