+11.5%
ABT vs SGI
+59.4%
-47.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.5% |
| 7D | -3.1% | +9.3% | -12.4% | -4.1% |
| 30D | -2.1% | +6.9% | -9.0% | -2.9% |
| 3M | +17.4% | +2.8% | +14.6% | +16.9% |
| 6M | -2.4% | -12.6% | +10.2% | -1.4% |
| YTD | -14.2% | -21.5% | +7.3% | -12.6% |
| 1Y | -18.3% | -18.8% | +0.4% | -17.2% |
| 3Y | +11.5% | +60.8% | -49.3% | +7.1% |
| All | +11.5% | +59.4% | -47.9% | +7.1% |
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