+1,145.9%
DELL vs SGI
+47.3%
+1,098.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.0% | +11.0% | +11.6% |
| 7D | +8.2% | -4.5% | +12.7% | +10.2% |
| 30D | +17.1% | +4.2% | +12.9% | +15.4% |
| 3M | +45.2% | -7.4% | +52.6% | +48.9% |
| 6M | +286.8% | -15.1% | +301.8% | +306.1% |
| YTD | +354.8% | -24.7% | +379.5% | +399.1% |
| 1Y | +358.3% | -21.8% | +380.0% | +393.0% |
| 3Y | +724.9% | +50.0% | +674.9% | +582.9% |
| All | +1,145.9% | +47.3% | +1,098.6% | +835.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling