+240.4%
TPR vs SGI
+60.4%
+180.0%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.3% |
| 7D | -2.3% | +8.5% | -10.8% | -6.5% |
| 30D | -23.0% | +0.7% | -23.6% | -23.9% |
| 3M | -12.5% | +0.6% | -13.1% | -14.1% |
| 6M | -21.4% | -17.9% | -3.5% | -14.1% |
| YTD | -3.5% | -21.2% | +17.7% | +6.9% |
| 1Y | +17.4% | -18.9% | +36.2% | +26.6% |
| 3Y | +291.3% | +52.6% | +238.6% | +191.8% |
| All | +240.4% | +60.4% | +180.0% | +117.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling