+3,394.2%
AZO vs SGI
+1,986.4%
+1,407.8%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.1% | -0.3% |
| 7D | -3.6% | -4.5% | +0.9% | -2.9% |
| 30D | -5.6% | +4.2% | -9.7% | -6.2% |
| 3M | -6.6% | -7.4% | +0.8% | -5.8% |
| 6M | -22.5% | -15.1% | -7.5% | -21.1% |
| YTD | -15.2% | -24.7% | +9.5% | -12.3% |
| 1Y | -33.9% | -21.8% | -12.2% | -32.2% |
| 3Y | +11.8% | +50.0% | -38.2% | +2.5% |
| 5Y | +85.5% | +48.9% | +36.6% | +66.2% |
| 10Y | +298.2% | +267.1% | +31.1% | +186.9% |
| All | +3,394.2% | +1,986.4% | +1,407.8% | +1,464.8% |
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