-44.4%
TOST vs SGI
+43.3%
-87.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.3% | -3.0% | -1.7% |
| 7D | +4.0% | -0.2% | +4.3% | +4.0% |
| 30D | +11.1% | +6.6% | +4.5% | +6.7% |
| 3M | +0.8% | +1.8% | -1.0% | -0.9% |
| 6M | +38.8% | -3.9% | +42.7% | +39.1% |
| YTD | -2.1% | -25.2% | +23.2% | +11.7% |
| 1Y | -6.0% | -26.7% | +20.7% | +8.5% |
| 3Y | +149.8% | +86.8% | +63.0% | +42.8% |
| 5Y | -42.8% | +56.6% | -99.4% | -67.4% |
| All | -44.4% | +43.3% | -87.6% | -69.1% |
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