+181.2%
TSCO vs SGI
+270.1%
-88.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -1.7% |
| 7D | -5.7% | -4.5% | -1.2% | -4.7% |
| 30D | -8.8% | +4.2% | -12.9% | -9.7% |
| 3M | +6.3% | -7.4% | +13.8% | +7.8% |
| 6M | -32.3% | -15.1% | -17.2% | -30.3% |
| YTD | -32.7% | -24.7% | -8.0% | -29.0% |
| 1Y | -43.7% | -21.8% | -21.9% | -41.3% |
| 3Y | -19.7% | +50.0% | -69.7% | -28.7% |
| 5Y | -11.6% | +48.9% | -60.6% | -24.1% |
| All | +181.2% | +270.1% | -88.8% | +84.2% |
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