+355.9%
APH vs SGI
+60.4%
+295.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.7% |
| 7D | +5.0% | +8.5% | -3.6% | +2.0% |
| 30D | -3.9% | +0.7% | -4.6% | -4.4% |
| 3M | +13.0% | +0.6% | +12.4% | +12.0% |
| 6M | +25.2% | -17.9% | +43.1% | +32.1% |
| YTD | +22.9% | -21.2% | +44.1% | +30.8% |
| 1Y | +47.8% | -18.9% | +66.7% | +55.0% |
| 3Y | +283.0% | +52.6% | +230.4% | +215.9% |
| All | +355.9% | +60.4% | +295.6% | +249.2% |
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