+309.1%
TMUS vs SGI
+261.3%
+47.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -0.3% | +9.3% | -9.5% | -1.7% |
| 30D | +3.1% | +6.9% | -3.7% | +2.0% |
| 3M | +2.4% | +2.8% | -0.4% | +1.6% |
| 6M | -17.1% | -12.6% | -4.5% | -16.1% |
| YTD | -9.1% | -21.5% | +12.5% | -6.7% |
| 1Y | -23.6% | -18.8% | -4.9% | -22.3% |
| 3Y | +38.8% | +60.8% | -22.0% | +22.9% |
| 5Y | +43.0% | +60.0% | -17.0% | +22.6% |
| 10Y | +309.1% | +267.8% | +41.3% | +167.3% |
| All | +309.1% | +261.3% | +47.8% | +167.3% |
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 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