-29.4%
TSCO vs SGI
-10.7%
-18.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.8% | -2.6% | +2.2% |
| 7D | +15.7% | +12.1% | +3.7% | +12.1% |
| 30D | +16.4% | +12.1% | +4.4% | +12.8% |
| 3M | +11.2% | +0.4% | +10.8% | +10.3% |
| 6M | +14.9% | -4.0% | +18.9% | +14.5% |
| YTD | -25.4% | -21.2% | -4.2% | -22.5% |
| 1Y | -29.4% | -12.1% | -17.3% | -26.5% |
| All | -29.4% | -10.7% | -18.7% | -26.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling