+4,770.1%
DELL vs SGI
+273.8%
+4,496.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | +25.6% | +9.3% | +16.3% | +22.5% |
| 30D | +17.7% | +6.9% | +10.8% | +15.3% |
| 3M | +33.4% | +2.8% | +30.6% | +31.8% |
| 6M | +266.2% | -12.6% | +278.8% | +277.8% |
| YTD | +328.0% | -21.5% | +349.5% | +355.3% |
| 1Y | +339.6% | -18.8% | +358.3% | +361.0% |
| 3Y | +694.6% | +60.8% | +633.8% | +571.4% |
| 5Y | +1,122.0% | +60.0% | +1,062.0% | +892.6% |
| 10Y | +4,062.5% | +267.8% | +3,794.6% | +2,346.3% |
| All | +4,770.1% | +273.8% | +4,496.3% | +2,729.5% |
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 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