-44.5%
TOST vs SGI
+38.7%
-83.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.5% | +4.1% | +1.9% |
| 7D | +9.4% | +1.0% | +8.5% | +8.7% |
| 30D | +13.5% | +3.9% | +9.6% | +10.7% |
| 3M | -0.1% | -0.8% | +0.7% | -0.3% |
| 6M | +22.5% | -18.0% | +40.4% | +34.6% |
| YTD | -2.4% | -27.6% | +25.2% | +13.6% |
| 1Y | -4.7% | -27.2% | +22.5% | +10.3% |
| 3Y | +103.2% | +76.0% | +27.2% | +21.1% |
| 5Y | -41.2% | +50.0% | -91.2% | -66.0% |
| All | -44.5% | +38.7% | -83.3% | -68.6% |
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