+158.2%
AMAT vs SGI
+48.6%
+109.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.3% | +5.8% | +2.8% |
| 7D | -2.5% | -3.9% | +1.5% | -1.0% |
| 30D | -26.5% | +0.9% | -27.5% | -27.6% |
| 3M | -28.6% | -2.9% | -25.7% | -28.9% |
| 6M | -14.2% | -9.0% | -5.3% | -12.3% |
| YTD | +45.5% | -29.2% | +74.7% | +65.2% |
| 1Y | +59.3% | -32.3% | +91.6% | +84.7% |
| 3Y | +153.1% | +72.4% | +80.7% | +79.2% |
| 5Y | +158.2% | +50.6% | +107.5% | +82.9% |
| All | +158.2% | +48.6% | +109.5% | +82.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling