+421.8%
TPR vs SGI
+78.8%
+343.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.8% | +9.8% | +8.4% |
| 7D | +13.9% | +5.3% | +8.5% | +10.9% |
| 30D | +14.9% | +8.2% | +6.7% | +10.4% |
| 3M | -15.4% | -2.2% | -13.2% | -15.4% |
| 6M | -4.5% | -8.4% | +4.0% | -1.6% |
| YTD | +6.0% | -23.4% | +29.4% | +18.2% |
| 1Y | +24.3% | -14.0% | +38.3% | +29.1% |
| All | +421.8% | +78.8% | +343.0% | +252.7% |
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