+10,871.9%
AMZN vs SGI
+1,794.5%
+9,077.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.5% | +1.2% |
| 7D | +2.8% | -10.7% | +13.5% | +5.3% |
| 30D | +3.4% | -3.6% | +7.0% | +4.0% |
| 3M | +0.1% | -5.4% | +5.5% | +0.9% |
| 6M | +0.6% | -7.0% | +7.7% | +1.4% |
| YTD | +15.9% | -31.6% | +47.5% | +24.2% |
| 1Y | +9.5% | -33.5% | +43.0% | +18.1% |
| 3Y | +86.3% | +66.5% | +19.8% | +60.9% |
| 5Y | +51.7% | +42.2% | +9.6% | +32.9% |
| 10Y | +623.8% | +320.9% | +302.9% | +342.5% |
| All | +10,871.9% | +1,794.5% | +9,077.4% | +3,334.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling