-21.4%
ABT vs SGI
-21.0%
-0.4%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.3% | -1.5% |
| 7D | -5.9% | -4.5% | -1.4% | -5.3% |
| 30D | -8.1% | +4.2% | -12.3% | -8.6% |
| 3M | +14.5% | -7.4% | +22.0% | +15.5% |
| 6M | -6.3% | -15.1% | +8.8% | -4.6% |
| YTD | -17.1% | -24.7% | +7.6% | -14.7% |
| 1Y | -21.4% | -21.8% | +0.4% | -18.9% |
| All | -21.4% | -21.0% | -0.4% | -18.9% |
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