+2,241.1%
TRGP vs SGI
+580.5%
+1,660.6%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | +12.4% | -5.3% | +17.7% | +14.2% |
| 30D | +2.6% | -2.1% | +4.7% | +2.5% |
| 3M | +11.9% | -8.2% | +20.0% | +13.5% |
| 6M | +13.9% | -4.6% | +18.5% | +12.4% |
| YTD | +64.2% | -31.5% | +95.6% | +77.8% |
| 1Y | +78.5% | -30.8% | +109.3% | +92.4% |
| 3Y | +272.9% | +67.2% | +205.7% | +186.9% |
| 5Y | +510.7% | +42.5% | +468.2% | +367.4% |
| 10Y | +821.0% | +321.9% | +499.1% | +343.1% |
| All | +2,241.1% | +580.5% | +1,660.6% | +927.5% |
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