+19.7%
ABNB vs SGI
+59.4%
-39.7%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.6% | -3.9% |
| 7D | -4.4% | +9.3% | -13.7% | -7.9% |
| 30D | -2.0% | +6.9% | -8.9% | -4.7% |
| 3M | +29.8% | +2.8% | +27.0% | +27.3% |
| 6M | +31.0% | -12.6% | +43.6% | +36.3% |
| YTD | +28.6% | -21.5% | +50.1% | +39.3% |
| 1Y | +40.1% | -18.8% | +58.8% | +48.2% |
| 3Y | +19.7% | +60.8% | -41.1% | -16.6% |
| All | +19.7% | +59.4% | -39.7% | -16.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling