+70.1%
AMD vs SGI
-18.9%
+89.0%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -2.8% | -14.5% | -16.4% |
| 7D | -28.6% | +5.3% | -33.9% | -29.6% |
| 30D | -37.7% | +8.2% | -45.9% | -39.3% |
| 3M | -16.1% | -2.2% | -13.9% | -15.4% |
| 6M | +13.8% | -8.4% | +22.3% | +17.0% |
| YTD | +88.8% | -23.4% | +112.3% | +100.7% |
| All | +70.1% | -18.9% | +89.0% | +79.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling