+101.9%
TLT vs SGI
+2,083.6%
-1,981.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.2% |
| 7D | -0.4% | +8.5% | -9.0% | -0.1% |
| 30D | -0.6% | +0.7% | -1.2% | -0.5% |
| 3M | -2.7% | +0.6% | -3.3% | -2.7% |
| 6M | -5.6% | -17.9% | +12.3% | -6.2% |
| YTD | -2.8% | -21.2% | +18.4% | -3.4% |
| 1Y | -1.4% | -18.9% | +17.4% | -2.0% |
| 3Y | -1.6% | +52.6% | -54.2% | +0.6% |
| 5Y | -33.8% | +60.7% | -94.5% | -31.7% |
| 10Y | -21.1% | +278.1% | -299.3% | -13.0% |
| All | +101.9% | +2,083.6% | -1,981.7% | +156.8% |
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