+1,525.8%
TRV vs SGI
+2,073.9%
-548.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | +0.5% | +9.3% | -8.8% | -1.2% |
| 30D | -4.9% | +6.9% | -11.7% | -6.1% |
| 3M | +23.7% | +2.8% | +20.9% | +22.6% |
| 6M | +20.3% | -12.6% | +32.9% | +22.1% |
| YTD | +27.1% | -21.5% | +48.6% | +31.1% |
| 1Y | +35.3% | -18.8% | +54.1% | +38.4% |
| 3Y | +139.8% | +60.8% | +79.0% | +112.0% |
| 5Y | +153.9% | +60.0% | +93.9% | +117.1% |
| 10Y | +285.9% | +267.8% | +18.0% | +154.1% |
| All | +1,525.8% | +2,073.9% | -548.1% | +435.3% |
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