+1,699.0%
TRV vs SGI
+1,798.9%
-99.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +2.0% | -5.3% | +7.3% | +3.0% |
| 30D | +6.7% | -2.1% | +8.8% | +7.0% |
| 3M | +9.4% | -8.2% | +17.5% | +10.7% |
| 6M | +37.7% | -4.6% | +42.3% | +37.7% |
| YTD | +40.6% | -31.5% | +72.0% | +48.3% |
| 1Y | +42.4% | -30.8% | +73.3% | +49.9% |
| 3Y | +148.1% | +67.2% | +80.9% | +117.7% |
| 5Y | +181.7% | +42.5% | +139.2% | +145.7% |
| 10Y | +352.6% | +321.9% | +30.7% | +192.0% |
| All | +1,699.0% | +1,798.9% | -99.9% | +505.7% |
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