+61.4%
AMAT vs SGI
-10.7%
+72.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +6.8% | -10.1% | -4.9% |
| 7D | -11.2% | +12.1% | -23.3% | -13.9% |
| 30D | -31.9% | +12.1% | -44.0% | -34.2% |
| 3M | -32.3% | +0.4% | -32.8% | -32.3% |
| 6M | -5.4% | -4.0% | -1.4% | -3.8% |
| YTD | +44.3% | -21.2% | +65.5% | +51.9% |
| 1Y | +61.4% | -12.1% | +73.4% | +71.6% |
| All | +61.4% | -10.7% | +72.1% | +71.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling