+2,784.4%
AMAT vs SGI
+2,083.6%
+700.8%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.5% | +3.8% | +4.2% |
| 7D | -1.5% | +8.5% | -10.1% | -3.7% |
| 30D | -14.8% | +0.7% | -15.5% | -15.2% |
| 3M | -9.3% | +0.6% | -9.9% | -9.6% |
| 6M | +27.4% | -17.9% | +45.3% | +33.5% |
| YTD | +77.6% | -21.2% | +98.7% | +87.4% |
| 1Y | +188.9% | -18.9% | +207.8% | +201.4% |
| 3Y | +202.3% | +52.6% | +149.7% | +164.8% |
| 5Y | +248.9% | +60.7% | +188.2% | +196.1% |
| 10Y | +1,585.2% | +278.1% | +1,307.1% | +964.5% |
| All | +2,784.4% | +2,083.6% | +700.8% | +861.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling