+1,425.2%
AMAT vs SGI
+337.7%
+1,087.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.5% | +6.5% | +6.2% |
| 7D | +7.0% | -10.5% | +17.4% | +11.4% |
| 30D | -20.6% | +0.1% | -20.7% | -21.3% |
| 3M | -24.8% | -4.0% | -20.8% | -24.7% |
| 6M | -10.7% | -5.6% | -5.1% | -10.2% |
| YTD | +54.3% | -29.5% | +83.8% | +71.4% |
| 1Y | +73.7% | -31.5% | +105.2% | +95.1% |
| 3Y | +168.4% | +71.6% | +96.8% | +110.1% |
| 5Y | +167.6% | +50.5% | +117.0% | +110.4% |
| 10Y | +1,425.2% | +333.9% | +1,091.3% | +677.7% |
| All | +1,425.2% | +337.7% | +1,087.5% | +677.7% |
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