+38.3%
ABNB vs SGI
-21.0%
+59.3%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +1.3% |
| 7D | -6.5% | -4.5% | -2.0% | -5.3% |
| 30D | -5.5% | +4.2% | -9.7% | -6.6% |
| 3M | +30.0% | -7.4% | +37.5% | +32.2% |
| 6M | +27.6% | -15.1% | +42.6% | +30.7% |
| YTD | +25.4% | -24.7% | +50.1% | +31.2% |
| 1Y | +38.3% | -21.8% | +60.1% | +46.6% |
| All | +38.3% | -21.0% | +59.3% | +46.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling