+1,091.6%
ATI vs SGI
+266.5%
+825.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.1% | -0.5% | -2.4% |
| 7D | -2.7% | -4.9% | +2.2% | -0.6% |
| 30D | -13.5% | +1.6% | -15.1% | -14.3% |
| 3M | +8.5% | -3.2% | +11.7% | +8.8% |
| 6M | +25.2% | -16.0% | +41.2% | +32.9% |
| YTD | +73.4% | -25.4% | +98.8% | +92.2% |
| 1Y | +160.5% | -21.6% | +182.1% | +181.2% |
| 3Y | +347.3% | +52.9% | +294.4% | +257.3% |
| 5Y | +1,049.0% | +47.5% | +1,001.5% | +781.1% |
| All | +1,091.6% | +266.5% | +825.2% | +426.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling