-9.4%
ABT vs SGI
+56.1%
-65.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | 0.0% |
| 7D | -4.7% | +0.6% | -5.3% | -4.8% |
| 30D | -3.1% | +5.5% | -8.7% | -4.0% |
| 3M | +16.1% | -3.6% | +19.7% | +16.5% |
| 6M | -5.3% | -15.0% | +9.7% | -3.4% |
| YTD | -14.4% | -23.0% | +8.6% | -11.6% |
| 1Y | -18.4% | -18.4% | 0.0% | -16.6% |
| 3Y | +11.2% | +57.8% | -46.6% | -0.9% |
| 5Y | -9.4% | +51.5% | -60.8% | -23.4% |
| All | -9.4% | +56.1% | -65.5% | -23.4% |
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