+841.4%
ABT vs SGI
+2,083.6%
-1,242.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | -3.7% | +8.5% | -12.2% | -4.5% |
| 30D | +2.5% | +0.7% | +1.8% | +2.3% |
| 3M | +20.2% | +0.6% | +19.6% | +19.9% |
| 6M | -2.9% | -17.9% | +15.0% | -1.4% |
| YTD | -11.9% | -21.2% | +9.2% | -10.3% |
| 1Y | -16.5% | -18.9% | +2.3% | -15.3% |
| 3Y | +12.1% | +52.6% | -40.5% | +5.6% |
| 5Y | -7.4% | +60.7% | -68.1% | -14.7% |
| 10Y | +210.7% | +278.1% | -67.4% | +151.5% |
| All | +841.4% | +2,083.6% | -1,242.2% | +476.5% |
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