+319.1%
DELL vs SGI
-17.2%
+336.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.3% |
| 7D | +14.9% | +8.5% | +6.3% | +12.1% |
| 30D | +13.3% | +0.7% | +12.6% | +12.9% |
| 3M | +24.4% | +0.6% | +23.8% | +23.2% |
| 6M | +258.0% | -17.9% | +276.0% | +272.0% |
| YTD | +320.2% | -21.2% | +341.4% | +344.6% |
| 1Y | +319.1% | -18.9% | +337.9% | +361.8% |
| All | +319.1% | -17.2% | +336.2% | +361.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling