+2.2%
ABNB vs SGI
+56.1%
-53.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.9% | -0.9% | -1.8% |
| 7D | -7.4% | +0.6% | -8.0% | -7.7% |
| 30D | -8.2% | +5.5% | -13.7% | -10.9% |
| 3M | +29.1% | -3.6% | +32.7% | +30.4% |
| 6M | +26.6% | -15.0% | +41.6% | +34.8% |
| YTD | +25.0% | -23.0% | +48.0% | +39.5% |
| 1Y | +37.0% | -18.4% | +55.4% | +46.1% |
| 3Y | +16.3% | +57.8% | -41.4% | -20.4% |
| 5Y | +2.2% | +51.5% | -49.3% | -36.5% |
| All | +2.2% | +56.1% | -53.9% | -36.5% |
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