-19.3%
TLT vs SGI
+270.3%
-289.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +0.4% | +9.3% | -8.9% | +0.4% |
| 30D | -0.3% | +6.9% | -7.2% | -0.3% |
| 3M | -1.7% | +2.8% | -4.6% | -1.7% |
| 6M | -4.9% | -12.6% | +7.7% | -5.0% |
| YTD | -2.8% | -21.5% | +18.7% | -2.9% |
| 1Y | -4.2% | -18.8% | +14.5% | -4.3% |
| 3Y | -1.1% | +60.8% | -61.9% | -0.4% |
| 5Y | -33.7% | +60.0% | -93.7% | -33.3% |
| All | -19.3% | +270.3% | -289.7% | -16.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling