+43.3%
AMAT vs SGI
-23.3%
+66.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -5.5% | +9.7% | +5.8% |
| 7D | -14.7% | +1.0% | -15.7% | -15.2% |
| 30D | -36.1% | +3.9% | -40.0% | -37.4% |
| 3M | -36.9% | -0.8% | -36.0% | -37.4% |
| 6M | -22.2% | -18.0% | -4.2% | -16.0% |
| YTD | +29.9% | -27.6% | +57.5% | +43.1% |
| 1Y | +43.3% | -27.2% | +70.5% | +57.4% |
| All | +43.3% | -23.3% | +66.6% | +57.4% |
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