+678.3%
DELL vs SGI
+55.1%
+623.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +1.0% |
| 7D | +8.7% | +0.6% | +8.1% | +8.5% |
| 30D | +16.9% | +5.5% | +11.4% | +14.5% |
| 3M | +40.4% | -3.6% | +44.0% | +41.6% |
| 6M | +267.1% | -15.0% | +282.1% | +284.7% |
| YTD | +329.1% | -23.0% | +352.1% | +366.7% |
| 1Y | +346.9% | -18.4% | +365.3% | +372.8% |
| All | +678.3% | +55.1% | +623.2% | +607.7% |
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