+1,587.3%
ADSK vs SGI
+2,032.3%
-445.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.9% | -0.7% | -2.2% |
| 7D | -14.5% | +0.6% | -15.1% | -14.7% |
| 30D | -19.3% | +5.5% | -24.8% | -20.5% |
| 3M | -7.8% | -3.6% | -4.2% | -7.6% |
| 6M | -20.8% | -15.0% | -5.7% | -18.7% |
| YTD | -30.2% | -23.0% | -7.2% | -26.8% |
| 1Y | -36.5% | -18.4% | -18.0% | -34.6% |
| 3Y | -5.7% | +57.8% | -63.5% | -19.2% |
| 5Y | -28.2% | +51.5% | -79.6% | -39.2% |
| 10Y | +209.1% | +275.2% | -66.0% | +87.0% |
| All | +1,587.3% | +2,032.3% | -445.1% | +453.6% |
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