+45.8%
AMZN vs SGI
+61.8%
-16.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | +0.8% | +9.3% | -8.5% | -2.5% |
| 30D | -6.4% | +6.9% | -13.3% | -8.8% |
| 3M | +4.8% | +2.8% | +1.9% | +2.7% |
| 6M | +20.5% | -12.6% | +33.1% | +24.6% |
| YTD | +11.3% | -21.5% | +32.9% | +19.0% |
| 1Y | +9.0% | -18.8% | +27.7% | +14.1% |
| 3Y | +85.9% | +60.8% | +25.1% | +41.2% |
| 5Y | +45.8% | +60.0% | -14.2% | -6.0% |
| All | +45.8% | +61.8% | -16.0% | -6.0% |
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