-19.6%
TMUS vs SGI
-29.2%
+9.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.5% | +6.3% | +0.8% |
| 7D | +3.6% | +1.0% | +2.6% | +3.6% |
| 30D | -3.4% | +3.9% | -7.3% | -3.1% |
| 3M | -9.5% | -0.8% | -8.6% | -9.5% |
| 6M | -15.2% | -18.0% | +2.8% | -17.0% |
| YTD | -18.9% | -27.6% | +8.7% | -21.7% |
| All | -19.6% | -29.2% | +9.5% | -22.7% |
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