+1,321.9%
AMAT vs SGI
+319.5%
+1,002.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -3.0% | -2.8% |
| 7D | +11.4% | -5.3% | +16.7% | +13.6% |
| 30D | -17.0% | -2.1% | -15.0% | -17.1% |
| 3M | -30.6% | -8.2% | -22.4% | -29.3% |
| 6M | -14.9% | -4.6% | -10.4% | -14.8% |
| YTD | +44.7% | -31.5% | +76.1% | +62.5% |
| 1Y | +66.9% | -30.8% | +97.7% | +86.7% |
| 3Y | +153.3% | +67.2% | +86.1% | +100.2% |
| 5Y | +146.2% | +42.5% | +103.7% | +97.3% |
| All | +1,321.9% | +319.5% | +1,002.4% | +636.6% |
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 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