+145.5%
TER vs SGI
+78.8%
+66.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -2.8% | -12.5% | -13.9% |
| 7D | -28.2% | +5.3% | -33.5% | -30.2% |
| 30D | -50.6% | +8.2% | -58.7% | -52.9% |
| 3M | -45.3% | -2.2% | -43.1% | -45.6% |
| 6M | -40.4% | -8.4% | -32.0% | -38.7% |
| YTD | +10.0% | -23.4% | +33.5% | +23.5% |
| 1Y | +13.6% | -14.0% | +27.6% | +19.6% |
| All | +145.5% | +78.8% | +66.6% | +66.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling