+10,505.5%
AMZN vs SGI
+2,083.6%
+8,422.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | -3.0% | +8.5% | -11.5% | -4.8% |
| 30D | -5.2% | +0.7% | -5.9% | -5.5% |
| 3M | +1.9% | +0.6% | +1.3% | +1.2% |
| 6M | +19.2% | -17.9% | +37.2% | +23.5% |
| YTD | +12.0% | -21.2% | +33.2% | +16.7% |
| 1Y | +9.7% | -18.9% | +28.5% | +13.1% |
| 3Y | +87.2% | +52.6% | +34.5% | +65.0% |
| 5Y | +48.7% | +60.7% | -12.1% | +26.9% |
| 10Y | +569.3% | +278.1% | +291.2% | +316.5% |
| All | +10,505.5% | +2,083.6% | +8,422.0% | +3,126.4% |
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 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