+18.0%
TPR vs SGI
-19.3%
+37.3%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.2% |
| 7D | -2.3% | +8.5% | -10.8% | -5.1% |
| 30D | -23.0% | +0.7% | -23.6% | -23.3% |
| 3M | -12.5% | +0.6% | -13.1% | -13.4% |
| 6M | -21.4% | -17.9% | -3.5% | -17.4% |
| YTD | -3.5% | -21.2% | +17.7% | +2.3% |
| All | +18.0% | -19.3% | +37.3% | +38.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling