+132.8%
AMD vs SGI
-32.6%
+165.3%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.5% | +7.8% | +7.4% |
| 7D | +13.1% | -10.5% | +23.6% | +16.6% |
| 30D | -7.0% | +0.1% | -7.1% | -7.6% |
| 3M | +16.6% | -4.0% | +20.5% | +16.9% |
| 6M | +20.5% | -5.6% | +26.1% | +21.2% |
| YTD | +158.2% | -29.5% | +187.7% | +179.8% |
| 1Y | +132.8% | -31.5% | +164.3% | +155.9% |
| All | +132.8% | -32.6% | +165.3% | +155.9% |
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