+617.2%
TGT vs SGI
+2,073.9%
-1,456.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.6% | -1.0% |
| 7D | -0.6% | +9.3% | -9.9% | -2.4% |
| 30D | +9.5% | +6.9% | +2.6% | +8.0% |
| 3M | +32.3% | +2.8% | +29.4% | +31.0% |
| 6M | +37.0% | -12.6% | +49.6% | +39.6% |
| YTD | +71.0% | -21.5% | +92.6% | +77.4% |
| 1Y | +85.0% | -18.8% | +103.8% | +90.1% |
| 3Y | +46.8% | +60.8% | -14.0% | +31.2% |
| 5Y | -22.7% | +60.0% | -82.7% | -32.2% |
| 10Y | +216.3% | +267.8% | -51.6% | +117.4% |
| All | +617.2% | +2,073.9% | -1,456.7% | +148.9% |
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