+388.0%
DELL vs SGI
+67.2%
+320.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.2% | -7.4% | -7.3% |
| 7D | +4.9% | -5.3% | +10.2% | +6.9% |
| 30D | -32.1% | -2.1% | -30.0% | -32.3% |
| 3M | -30.2% | -8.2% | -22.1% | -28.7% |
| 6M | +41.7% | -4.6% | +46.3% | +41.1% |
| YTD | +176.6% | -31.5% | +208.0% | +212.4% |
| 1Y | +159.9% | -30.8% | +190.8% | +192.4% |
| 3Y | +388.0% | +67.2% | +320.8% | +372.8% |
| All | +388.0% | +67.2% | +320.8% | +372.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling