+1,254.4%
AAPL vs SGI
+266.5%
+987.9%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.1% | +6.7% | +4.2% |
| 7D | -0.5% | -4.9% | +4.4% | +0.5% |
| 30D | +7.1% | +1.6% | +5.5% | +6.6% |
| 3M | +12.1% | -3.2% | +15.3% | +12.4% |
| 6M | +25.4% | -16.0% | +41.5% | +28.9% |
| YTD | +20.5% | -25.4% | +45.9% | +26.5% |
| 1Y | +44.5% | -21.6% | +66.1% | +49.6% |
| 3Y | +85.8% | +52.9% | +32.9% | +64.1% |
| 5Y | +124.8% | +47.5% | +77.3% | +92.8% |
| All | +1,254.4% | +266.5% | +987.9% | +812.6% |
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