+1,230.7%
ADBE vs SGI
+2,083.6%
-852.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.5% | -7.2% | -6.8% |
| 7D | -8.6% | +8.5% | -17.1% | -10.4% |
| 30D | +2.8% | +0.7% | +2.1% | +2.4% |
| 3M | +3.1% | +0.6% | +2.5% | +2.4% |
| 6M | -2.4% | -17.9% | +15.5% | +0.5% |
| YTD | -23.9% | -21.2% | -2.7% | -21.1% |
| 1Y | -22.6% | -18.9% | -3.7% | -20.6% |
| 3Y | -52.7% | +52.6% | -105.3% | -59.0% |
| 5Y | -60.0% | +60.7% | -120.7% | -66.7% |
| 10Y | +157.3% | +278.1% | -120.8% | +55.2% |
| All | +1,230.7% | +2,083.6% | -852.9% | +274.5% |
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