+1,925.1%
AMAT vs SGI
+2,021.1%
-95.9%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.8% | -10.8% | -12.8% |
| 7D | -24.3% | +5.3% | -29.6% | -25.4% |
| 30D | -39.8% | +8.2% | -48.0% | -41.3% |
| 3M | -40.2% | -2.2% | -38.0% | -40.4% |
| 6M | -22.1% | -8.4% | -13.7% | -21.1% |
| YTD | +24.7% | -23.4% | +48.1% | +31.8% |
| 1Y | +33.3% | -14.0% | +47.2% | +36.2% |
| 3Y | +133.9% | +78.8% | +55.1% | +96.4% |
| 5Y | +117.1% | +58.6% | +58.4% | +84.1% |
| 10Y | +1,158.7% | +427.8% | +730.8% | +645.5% |
| All | +1,925.1% | +2,021.1% | -95.9% | +576.4% |
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