+1,048.1%
TPR vs SGI
+2,021.1%
-973.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.8% | +9.8% | +8.0% |
| 7D | +13.9% | +5.3% | +8.5% | +11.8% |
| 30D | +14.9% | +8.2% | +6.7% | +11.8% |
| 3M | -15.4% | -2.2% | -13.2% | -15.4% |
| 6M | -4.5% | -8.4% | +4.0% | -2.6% |
| YTD | +6.0% | -23.4% | +29.4% | +14.3% |
| 1Y | +24.3% | -14.0% | +38.3% | +28.0% |
| 3Y | +412.8% | +78.8% | +334.0% | +313.5% |
| 5Y | +258.4% | +58.6% | +199.8% | +193.7% |
| 10Y | +396.8% | +427.8% | -31.0% | +159.9% |
| All | +1,048.1% | +2,021.1% | -973.0% | +161.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling