+215.4%
ADSK vs SGI
+270.1%
-54.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.1% |
| 7D | -2.5% | -4.5% | +1.9% | -1.3% |
| 30D | -14.9% | +4.2% | -19.0% | -16.1% |
| 3M | +3.3% | -7.4% | +10.8% | +5.0% |
| 6M | -15.7% | -15.1% | -0.6% | -13.2% |
| YTD | -28.2% | -24.7% | -3.6% | -23.7% |
| 1Y | -34.5% | -21.8% | -12.8% | -31.5% |
| 3Y | -2.9% | +50.0% | -52.9% | -18.2% |
| 5Y | -25.3% | +48.9% | -74.3% | -39.7% |
| All | +215.4% | +270.1% | -54.7% | +76.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling