-43.8%
TOST vs SGI
+46.7%
-90.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.2% | +1.1% |
| 7D | +11.6% | +5.3% | +6.3% | +8.2% |
| 30D | +16.2% | +8.2% | +8.1% | +10.8% |
| 3M | +1.0% | -2.2% | +3.2% | +1.7% |
| 6M | +23.2% | -8.4% | +31.6% | +26.5% |
| YTD | -1.0% | -23.4% | +22.4% | +11.5% |
| 1Y | -9.9% | -14.0% | +4.1% | -7.6% |
| 3Y | +101.0% | +78.8% | +22.2% | +19.3% |
| 5Y | -40.4% | +58.6% | -99.0% | -66.6% |
| All | -43.8% | +46.7% | -90.5% | -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 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