+7,765.4%
AMD vs SGI
+319.5%
+7,445.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.2% | -9.0% | -8.8% |
| 7D | +18.9% | -5.3% | +24.2% | +21.1% |
| 30D | -6.4% | -2.1% | -4.4% | -6.6% |
| 3M | +10.6% | -8.2% | +18.7% | +12.5% |
| 6M | +19.9% | -4.6% | +24.4% | +20.0% |
| YTD | +149.4% | -31.5% | +180.8% | +177.9% |
| 1Y | +115.4% | -30.8% | +146.2% | +139.1% |
| 3Y | +357.3% | +67.2% | +290.1% | +265.2% |
| 5Y | +261.1% | +42.5% | +218.6% | +192.7% |
| All | +7,765.4% | +319.5% | +7,445.9% | +4,378.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling