+2,088.2%
TSCO vs SGI
+2,073.9%
+14.3%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | +1.7% | +9.3% | -7.6% | -0.3% |
| 30D | +2.8% | +6.9% | -4.1% | +1.3% |
| 3M | +17.9% | +2.8% | +15.1% | +16.7% |
| 6M | -28.6% | -12.6% | -16.0% | -27.1% |
| YTD | -28.0% | -21.5% | -6.5% | -25.0% |
| 1Y | -39.9% | -18.8% | -21.1% | -38.0% |
| 3Y | -14.0% | +60.8% | -74.8% | -24.1% |
| 5Y | -2.9% | +60.0% | -62.9% | -16.4% |
| 10Y | +199.5% | +267.8% | -68.3% | +96.5% |
| All | +2,088.2% | +2,073.9% | +14.3% | +664.5% |
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 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