+1,540.6%
TER vs SGI
+2,083.6%
-543.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.5% | +5.0% | +5.3% |
| 7D | +0.6% | +8.5% | -7.9% | -2.0% |
| 30D | -8.3% | +0.7% | -9.0% | -8.8% |
| 3M | -12.2% | +0.6% | -12.8% | -12.8% |
| 6M | +17.1% | -17.9% | +35.0% | +24.6% |
| YTD | +84.7% | -21.2% | +105.9% | +98.5% |
| 1Y | +199.9% | -18.9% | +218.8% | +217.9% |
| 3Y | +232.8% | +52.6% | +180.1% | +188.0% |
| 5Y | +198.6% | +60.7% | +137.9% | +149.5% |
| 10Y | +1,669.7% | +278.1% | +1,391.6% | +908.3% |
| All | +1,540.6% | +2,083.6% | -543.0% | +299.0% |
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