+1,030.4%
TER vs SGI
+1,971.1%
-940.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +3.3% | +9.5% | +11.7% |
| 7D | -5.8% | -0.2% | -5.5% | -5.8% |
| 30D | -38.9% | +6.6% | -45.5% | -40.5% |
| 3M | -35.1% | +1.8% | -36.9% | -36.2% |
| 6M | -31.6% | -3.9% | -27.7% | -31.6% |
| YTD | +27.2% | -25.2% | +52.5% | +37.8% |
| 1Y | +35.2% | -26.7% | +61.9% | +47.4% |
| 3Y | +192.8% | +86.8% | +106.0% | +137.5% |
| 5Y | +72.4% | +56.6% | +15.8% | +44.4% |
| 10Y | +1,001.8% | +384.3% | +617.5% | +487.7% |
| All | +1,030.4% | +1,971.1% | -940.7% | +177.0% |
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