+3,047.2%
DELL vs SGI
+226.5%
+2,820.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.2% | -7.4% | -7.2% |
| 7D | +4.9% | -5.3% | +10.2% | +6.6% |
| 30D | -32.1% | -2.1% | -30.0% | -32.2% |
| 3M | -30.2% | -8.2% | -22.1% | -29.0% |
| 6M | +41.7% | -4.6% | +46.3% | +41.8% |
| YTD | +176.6% | -31.5% | +208.0% | +204.1% |
| 1Y | +159.9% | -30.8% | +190.8% | +185.0% |
| 3Y | +388.0% | +67.2% | +320.8% | +306.4% |
| 5Y | +578.2% | +42.5% | +535.7% | +467.0% |
| 10Y | +2,653.4% | +321.9% | +2,331.5% | +1,469.5% |
| All | +3,047.2% | +226.5% | +2,820.7% | +1,789.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling