+2,174.7%
TRGP vs SGI
+682.6%
+1,492.1%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.4% |
| 7D | +0.8% | +8.5% | -7.8% | -2.0% |
| 30D | +11.5% | +0.7% | +10.8% | +10.7% |
| 3M | +9.0% | +0.6% | +8.4% | +7.2% |
| 6M | +20.5% | -17.9% | +38.4% | +24.9% |
| YTD | +59.5% | -21.2% | +80.7% | +66.8% |
| 1Y | +77.9% | -18.9% | +96.8% | +83.1% |
| 3Y | +253.6% | +52.6% | +200.9% | +182.5% |
| 5Y | +615.5% | +60.7% | +554.8% | +431.1% |
| 10Y | +897.1% | +278.1% | +619.0% | +380.3% |
| All | +2,174.7% | +682.6% | +1,492.1% | +863.7% |
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