+59.3%
AMAT vs SGI
-30.7%
+90.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.3% | +5.8% | +2.1% |
| 7D | -2.5% | -3.9% | +1.5% | -1.4% |
| 30D | -26.5% | +0.9% | -27.5% | -27.3% |
| 3M | -28.6% | -2.9% | -25.7% | -28.7% |
| 6M | -14.2% | -9.0% | -5.3% | -11.8% |
| YTD | +45.5% | -29.2% | +74.7% | +61.5% |
| 1Y | +59.3% | -32.3% | +91.6% | +81.9% |
| All | +59.3% | -30.7% | +90.1% | +81.9% |
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