+42.0%
TMUS vs SGI
+60.4%
-18.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.5% | -4.0% | -3.5% |
| 7D | +0.1% | +8.5% | -8.5% | -0.8% |
| 30D | +5.3% | +0.7% | +4.6% | +5.1% |
| 3M | +3.1% | +0.6% | +2.5% | +2.8% |
| 6M | -16.5% | -17.9% | +1.5% | -15.1% |
| YTD | -9.2% | -21.2% | +12.0% | -7.5% |
| 1Y | -26.5% | -18.9% | -7.6% | -25.6% |
| 3Y | +39.0% | +52.6% | -13.6% | +26.4% |
| All | +42.0% | +60.4% | -18.4% | +23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling