+118,868.1%
AAPL vs SGI
+1,798.9%
+117,069.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +4.1% | -5.3% | +9.5% | +5.2% |
| 30D | +4.0% | -2.1% | +6.0% | +4.2% |
| 3M | +16.8% | -8.2% | +25.0% | +18.3% |
| 6M | +19.4% | -4.6% | +24.0% | +19.6% |
| YTD | +31.5% | -31.5% | +63.0% | +39.5% |
| 1Y | +31.0% | -30.8% | +61.8% | +38.6% |
| 3Y | +95.3% | +67.2% | +28.1% | +72.0% |
| 5Y | +143.4% | +42.5% | +100.9% | +115.0% |
| 10Y | +1,330.5% | +321.9% | +1,008.7% | +847.5% |
| All | +118,868.1% | +1,798.9% | +117,069.2% | +44,481.0% |
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 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