+311.2%
TPR vs SGI
+261.3%
+49.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.3% | -3.5% |
| 7D | -3.4% | +9.3% | -12.7% | -7.0% |
| 30D | -27.3% | +6.9% | -34.2% | -29.7% |
| 3M | -16.2% | +2.8% | -19.1% | -18.1% |
| 6M | -17.9% | -12.6% | -5.3% | -14.1% |
| YTD | -7.1% | -21.5% | +14.4% | +1.2% |
| 1Y | +13.6% | -18.8% | +32.4% | +20.9% |
| 3Y | +293.7% | +60.8% | +232.9% | +211.0% |
| 5Y | +239.1% | +60.0% | +179.1% | +157.6% |
| 10Y | +311.2% | +267.8% | +43.3% | +112.9% |
| All | +311.2% | +261.3% | +49.8% | +112.9% |
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