+780.7%
GOOG vs SGI
+270.1%
+510.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +1.3% |
| 7D | 0.0% | -4.5% | +4.5% | +1.0% |
| 30D | -2.0% | +4.2% | -6.1% | -2.9% |
| 3M | -5.9% | -7.4% | +1.6% | -4.6% |
| 6M | +8.9% | -15.1% | +24.0% | +11.9% |
| YTD | +7.1% | -24.7% | +31.8% | +12.5% |
| 1Y | +39.7% | -21.8% | +61.4% | +45.1% |
| 3Y | +145.8% | +50.0% | +95.8% | +118.2% |
| 5Y | +138.6% | +48.9% | +89.7% | +103.8% |
| All | +780.7% | +270.1% | +510.6% | +487.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling