+58.5%
AMAT vs SGI
-26.9%
+85.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +3.3% | +8.1% | +10.4% |
| 7D | -1.1% | -0.2% | -0.8% | -1.0% |
| 30D | -26.9% | +6.6% | -33.5% | -28.8% |
| 3M | -31.2% | +1.8% | -33.0% | -32.2% |
| 6M | -14.7% | -3.9% | -10.8% | -13.7% |
| YTD | +44.7% | -25.2% | +69.9% | +58.2% |
| All | +58.5% | -26.9% | +85.4% | +78.1% |
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