+25.7%
ABNB vs SGI
+199.9%
-174.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -2.0% |
| 7D | -4.0% | +8.5% | -12.5% | -7.8% |
| 30D | +19.3% | +0.7% | +18.6% | +18.6% |
| 3M | +36.1% | +0.6% | +35.5% | +34.3% |
| 6M | +34.2% | -17.9% | +52.2% | +44.8% |
| YTD | +34.1% | -21.2% | +55.2% | +46.6% |
| 1Y | +45.1% | -18.9% | +64.0% | +54.7% |
| 3Y | +37.1% | +52.6% | -15.5% | +1.0% |
| 5Y | +15.2% | +60.7% | -45.6% | -28.7% |
| All | +25.7% | +199.9% | -174.2% | -17.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling