+293.8%
TRV vs SGI
+266.5%
+27.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.6% | +1.1% |
| 7D | -1.5% | -4.9% | +3.4% | -0.6% |
| 30D | -1.8% | +1.6% | -3.4% | -2.2% |
| 3M | +21.6% | -3.2% | +24.7% | +21.7% |
| 6M | +22.5% | -16.0% | +38.5% | +25.1% |
| YTD | +28.1% | -25.4% | +53.6% | +33.3% |
| 1Y | +37.0% | -21.6% | +58.6% | +40.8% |
| 3Y | +141.9% | +52.9% | +89.0% | +116.1% |
| 5Y | +158.5% | +47.5% | +111.0% | +125.9% |
| All | +293.8% | +266.5% | +27.4% | +155.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling