+99.5%
TLT vs SGI
+1,862.0%
-1,762.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.3% | +3.9% | -1.5% |
| 7D | -0.3% | -3.9% | +3.6% | -0.4% |
| 30D | +3.7% | +0.9% | +2.8% | +3.8% |
| 3M | -0.7% | -2.9% | +2.2% | -0.7% |
| 6M | -4.2% | -9.0% | +4.8% | -4.4% |
| YTD | -4.0% | -29.2% | +25.2% | -4.9% |
| 1Y | -5.8% | -32.3% | +26.4% | -6.9% |
| 3Y | +4.1% | +72.4% | -68.3% | +7.1% |
| 5Y | -34.8% | +50.6% | -85.4% | -32.9% |
| 10Y | -12.3% | +335.2% | -347.6% | -2.5% |
| All | +99.5% | +1,862.0% | -1,762.5% | +152.9% |
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