+29.1%
ABNB vs SGI
+160.8%
-131.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +2.9% | +3.0% |
| 7D | -1.7% | -5.3% | +3.6% | +0.8% |
| 30D | +11.8% | -2.1% | +13.9% | +12.2% |
| 3M | +0.9% | -8.2% | +9.1% | +4.1% |
| 6M | +40.5% | -4.6% | +45.0% | +40.6% |
| YTD | +37.6% | -31.5% | +69.1% | +59.7% |
| 1Y | +54.1% | -30.8% | +84.9% | +77.7% |
| 3Y | +56.8% | +67.2% | -10.5% | +8.7% |
| 5Y | -9.6% | +42.5% | -52.1% | -40.8% |
| All | +29.1% | +160.8% | -131.8% | -10.3% |
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