+106,665.5%
AAPL vs SGI
+2,083.6%
+104,581.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.6% |
| 7D | +0.1% | +8.5% | -8.5% | -1.6% |
| 30D | +3.0% | +0.7% | +2.3% | +2.7% |
| 3M | +2.9% | +0.6% | +2.3% | +2.4% |
| 6M | +22.1% | -17.9% | +40.0% | +25.8% |
| YTD | +18.0% | -21.2% | +39.2% | +22.2% |
| 1Y | +33.9% | -18.9% | +52.8% | +37.4% |
| 3Y | +71.2% | +52.6% | +18.5% | +53.2% |
| 5Y | +112.6% | +60.7% | +51.9% | +83.8% |
| 10Y | +1,198.8% | +278.1% | +920.7% | +770.5% |
| All | +106,665.5% | +2,083.6% | +104,581.9% | +38,937.0% |
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