-29.5%
TOST vs SGI
+48.7%
-78.2%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.8% | -0.9% |
| 7D | -3.6% | -10.5% | +6.9% | +2.8% |
| 30D | +8.9% | +0.1% | +8.7% | +8.4% |
| 3M | -2.2% | -4.0% | +1.7% | -0.6% |
| 6M | +41.0% | -5.6% | +46.6% | +42.5% |
| YTD | -4.0% | -29.5% | +25.5% | +13.5% |
| 1Y | -9.6% | -31.5% | +21.9% | +8.9% |
| 3Y | +141.7% | +71.6% | +70.1% | +43.8% |
| 5Y | -29.5% | +50.5% | -80.0% | -57.8% |
| All | -29.5% | +48.7% | -78.2% | -57.8% |
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