+202.8%
TER vs SGI
+60.4%
+142.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.5% | +5.0% | +5.2% |
| 7D | +0.6% | +8.5% | -7.9% | -3.7% |
| 30D | -8.3% | +0.7% | -9.0% | -9.1% |
| 3M | -12.2% | +0.6% | -12.8% | -13.3% |
| 6M | +17.1% | -17.9% | +35.0% | +29.0% |
| YTD | +84.7% | -21.2% | +105.9% | +106.5% |
| 1Y | +199.9% | -18.9% | +218.8% | +227.9% |
| 3Y | +232.8% | +52.6% | +180.1% | +155.1% |
| All | +202.8% | +60.4% | +142.5% | +99.3% |
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