-5.5%
ABNB vs SGI
+48.7%
-54.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -2.8% |
| 7D | +2.7% | -10.5% | +13.2% | +8.3% |
| 30D | +10.8% | +0.1% | +10.6% | +9.9% |
| 3M | -2.1% | -4.0% | +1.9% | -1.0% |
| 6M | +32.2% | -5.6% | +37.8% | +33.1% |
| YTD | +33.5% | -29.5% | +63.0% | +54.9% |
| 1Y | +47.8% | -31.5% | +79.3% | +74.1% |
| 3Y | +53.3% | +71.6% | -18.3% | -2.9% |
| 5Y | -5.5% | +50.5% | -56.0% | -42.6% |
| All | -5.5% | +48.7% | -54.2% | -42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling