+8,077.9%
AMD vs SGI
+356.4%
+7,721.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | -2.2% | +16.9% | +15.5% |
| 7D | +6.5% | -3.9% | +10.4% | +7.7% |
| 30D | -15.3% | +0.9% | -16.2% | -16.3% |
| 3M | +9.7% | -2.9% | +12.6% | +9.4% |
| 6M | +13.2% | -9.0% | +22.1% | +15.2% |
| YTD | +140.6% | -29.2% | +169.7% | +164.9% |
| 1Y | +111.2% | -32.3% | +143.4% | +136.2% |
| 3Y | +334.4% | +72.4% | +262.0% | +243.2% |
| 5Y | +268.3% | +50.6% | +217.7% | +193.3% |
| 10Y | +8,077.9% | +335.2% | +7,742.7% | +4,566.1% |
| All | +8,077.9% | +356.4% | +7,721.5% | +4,566.1% |
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