+614.2%
TGT vs SGI
+1,794.5%
-1,180.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.0% | +1.9% | -0.5% |
| 7D | +2.6% | -10.7% | +13.3% | +4.9% |
| 30D | +6.6% | -3.6% | +10.2% | +7.4% |
| 3M | +5.2% | -5.4% | +10.6% | +6.3% |
| 6M | +35.3% | -7.0% | +42.4% | +36.5% |
| YTD | +70.3% | -31.6% | +101.9% | +81.5% |
| 1Y | +81.2% | -33.5% | +114.7% | +94.1% |
| 3Y | +66.9% | +66.5% | +0.5% | +48.7% |
| 5Y | -27.2% | +42.2% | -69.4% | -34.5% |
| 10Y | +206.6% | +320.9% | -114.3% | +107.3% |
| All | +614.2% | +1,794.5% | -1,180.3% | +154.6% |
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