+848.9%
ABT vs SGI
+1,798.9%
-950.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | -1.3% | -5.3% | +4.0% | -0.7% |
| 30D | +6.0% | -2.1% | +8.1% | +6.2% |
| 3M | -1.9% | -8.2% | +6.3% | -1.1% |
| 6M | +31.2% | -4.6% | +35.7% | +31.4% |
| YTD | -11.2% | -31.5% | +20.2% | -8.3% |
| 1Y | -14.0% | -30.8% | +16.9% | -11.3% |
| 3Y | +20.7% | +67.2% | -46.5% | +12.7% |
| 5Y | -6.7% | +42.5% | -49.2% | -12.9% |
| 10Y | +226.3% | +321.9% | -95.6% | +162.8% |
| All | +848.9% | +1,798.9% | -950.0% | +489.0% |
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