+203.0%
AMAT vs SGI
+54.7%
+148.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.5% | +3.8% | +4.1% |
| 7D | -1.5% | +8.5% | -10.1% | -4.8% |
| 30D | -14.8% | +0.7% | -15.5% | -15.3% |
| 3M | -9.3% | +0.6% | -9.9% | -9.7% |
| 6M | +27.4% | -17.9% | +45.3% | +36.5% |
| YTD | +77.6% | -21.2% | +98.7% | +92.0% |
| 1Y | +188.9% | -18.9% | +207.8% | +207.6% |
| All | +203.0% | +54.7% | +148.4% | +147.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling