+247.2%
AMAT vs SGI
+60.4%
+186.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.5% | +3.8% | +4.1% |
| 7D | -1.5% | +8.5% | -10.1% | -5.3% |
| 30D | -14.8% | +0.7% | -15.5% | -15.5% |
| 3M | -9.3% | +0.6% | -9.9% | -10.0% |
| 6M | +27.4% | -17.9% | +45.3% | +37.9% |
| YTD | +77.6% | -21.2% | +98.7% | +94.3% |
| 1Y | +188.9% | -18.9% | +207.8% | +209.3% |
| 3Y | +202.3% | +52.6% | +149.7% | +130.8% |
| All | +247.2% | +60.4% | +186.8% | +135.6% |
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