+396.0%
TPR vs SGI
+67.2%
+328.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -0.3% | -5.3% | +5.0% | +2.2% |
| 30D | +15.1% | -2.1% | +17.2% | +15.6% |
| 3M | +3.5% | -8.2% | +11.7% | +6.8% |
| 6M | +0.4% | -4.6% | +5.0% | -0.1% |
| YTD | +4.6% | -31.5% | +36.1% | +22.8% |
| 1Y | +33.1% | -30.8% | +63.9% | +55.4% |
| 3Y | +396.0% | +67.2% | +328.8% | +236.3% |
| All | +396.0% | +67.2% | +328.8% | +236.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling