+337.5%
AMD vs SGI
+60.4%
+277.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.5% | +4.2% | +4.4% |
| 7D | +2.6% | +8.5% | -6.0% | -1.8% |
| 30D | -0.9% | +0.7% | -1.6% | -1.9% |
| 3M | -8.7% | +0.6% | -9.3% | -9.8% |
| 6M | +136.3% | -17.9% | +154.3% | +156.8% |
| YTD | +123.0% | -21.2% | +144.2% | +145.2% |
| 1Y | +195.2% | -18.9% | +214.0% | +215.7% |
| 3Y | +336.3% | +52.6% | +283.7% | +216.8% |
| All | +337.5% | +60.4% | +277.2% | +184.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling