+51.7%
AMZN vs SGI
+45.7%
+6.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.5% | +1.6% |
| 7D | +2.8% | -10.7% | +13.5% | +6.8% |
| 30D | +3.4% | -3.6% | +7.0% | +4.2% |
| 3M | +0.1% | -5.4% | +5.5% | +1.3% |
| 6M | +0.6% | -7.0% | +7.7% | +1.5% |
| YTD | +15.9% | -31.6% | +47.5% | +29.5% |
| 1Y | +9.5% | -33.5% | +43.0% | +23.7% |
| 3Y | +86.3% | +66.5% | +19.8% | +36.3% |
| 5Y | +51.7% | +42.2% | +9.6% | +2.7% |
| All | +51.7% | +45.7% | +6.1% | +2.7% |
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