+3,922.7%
DELL vs SGI
+266.5%
+3,656.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -3.1% | -2.2% | -4.4% |
| 7D | -1.9% | -4.9% | +3.0% | -0.3% |
| 30D | +14.9% | +1.6% | +13.3% | +14.4% |
| 3M | +37.2% | -3.2% | +40.4% | +38.3% |
| 6M | +254.0% | -16.0% | +270.0% | +269.8% |
| YTD | +306.1% | -25.4% | +331.6% | +339.0% |
| 1Y | +312.3% | -21.6% | +333.9% | +337.2% |
| 3Y | +654.0% | +52.9% | +601.2% | +547.7% |
| 5Y | +1,055.3% | +47.5% | +1,007.8% | +862.0% |
| All | +3,922.7% | +266.5% | +3,656.2% | +2,137.5% |
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