+1,121.3%
TER vs SGI
+1,852.9%
-731.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.5% | +8.8% | +8.4% |
| 7D | +5.9% | -10.5% | +16.4% | +9.7% |
| 30D | -30.8% | +0.1% | -30.9% | -31.3% |
| 3M | -29.9% | -4.0% | -26.0% | -29.9% |
| 6M | -27.5% | -5.6% | -21.8% | -27.1% |
| YTD | +37.5% | -29.5% | +67.0% | +51.5% |
| 1Y | +50.3% | -31.5% | +81.8% | +67.1% |
| 3Y | +204.9% | +71.6% | +133.3% | +153.7% |
| 5Y | +89.2% | +50.5% | +38.6% | +60.3% |
| 10Y | +1,077.0% | +333.9% | +743.1% | +548.8% |
| All | +1,121.3% | +1,852.9% | -731.6% | +204.6% |
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