-25.1%
TGT vs SGI
+47.3%
-72.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.3% |
| 7D | -5.2% | -4.5% | -0.8% | -3.6% |
| 30D | +1.2% | +4.2% | -3.0% | -0.6% |
| 3M | +18.4% | -7.4% | +25.8% | +21.0% |
| 6M | +33.4% | -15.1% | +48.5% | +39.6% |
| YTD | +63.8% | -24.7% | +88.5% | +78.5% |
| 1Y | +77.2% | -21.8% | +98.9% | +88.7% |
| 3Y | +41.8% | +50.0% | -8.3% | +12.2% |
| All | -25.1% | +47.3% | -72.4% | -46.4% |
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