+275.3%
TMUS vs SGI
+900.7%
-625.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.5% | +6.3% | +2.0% |
| 7D | +3.6% | +1.0% | +2.6% | +3.3% |
| 30D | -3.4% | +3.9% | -7.3% | -4.2% |
| 3M | -9.5% | -0.8% | -8.6% | -9.6% |
| 6M | -15.2% | -18.0% | +2.8% | -12.6% |
| YTD | -18.9% | -27.6% | +8.7% | -15.1% |
| 1Y | -17.7% | -27.2% | +9.5% | -14.1% |
| 3Y | +15.6% | +76.0% | -60.3% | -1.8% |
| 5Y | +38.9% | +50.0% | -11.1% | +17.4% |
| 10Y | +245.3% | +399.1% | -153.8% | +99.0% |
| All | +275.3% | +900.7% | -625.5% | +31.0% |
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