+109.8%
AAPL vs SGI
+56.1%
+53.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.2% |
| 7D | -3.0% | +0.6% | -3.6% | -3.1% |
| 30D | +2.3% | +5.5% | -3.2% | +0.7% |
| 3M | +8.6% | -3.6% | +12.2% | +9.1% |
| 6M | +21.6% | -15.0% | +36.6% | +25.4% |
| YTD | +16.3% | -23.0% | +39.3% | +22.8% |
| 1Y | +35.1% | -18.4% | +53.5% | +39.4% |
| 3Y | +79.4% | +57.8% | +21.6% | +49.4% |
| 5Y | +109.8% | +51.5% | +58.4% | +66.0% |
| All | +109.8% | +56.1% | +53.7% | +66.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling