-3.7%
TLT vs SGI
-18.4%
+14.8%
-8.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -0.9% |
| 3M | -1.7% | +2.8% | -4.6% | -2.0% |
| 6M | -4.9% | -12.6% | +7.7% | -4.5% |
| YTD | -2.8% | -21.5% | +18.7% | -2.3% |
| All | -3.7% | -18.4% | +14.8% | -3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling