+102.0%
TLT vs SGI
+1,905.4%
-1,803.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.5% | +5.4% | -0.2% |
| 7D | +0.1% | +1.0% | -0.9% | +0.1% |
| 30D | +6.2% | +3.9% | +2.3% | +6.3% |
| 3M | +0.1% | -0.8% | +0.9% | +0.1% |
| 6M | -3.0% | -18.0% | +15.0% | -3.5% |
| YTD | -2.7% | -27.6% | +24.9% | -3.7% |
| 1Y | -4.8% | -27.2% | +22.4% | -5.7% |
| 3Y | +6.9% | +76.0% | -69.1% | +10.0% |
| 5Y | -34.5% | +50.0% | -84.4% | -32.5% |
| 10Y | -17.3% | +399.1% | -416.4% | -7.4% |
| All | +102.0% | +1,905.4% | -1,803.4% | +156.3% |
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