+135.0%
GOOG vs SGI
+45.9%
+89.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.7% | +1.5% |
| 7D | -2.5% | -4.9% | +2.4% | -1.1% |
| 30D | -3.6% | +1.6% | -5.2% | -4.2% |
| 3M | -6.4% | -3.2% | -3.3% | -6.1% |
| 6M | +7.8% | -16.0% | +23.8% | +12.0% |
| YTD | +5.5% | -25.4% | +30.9% | +12.7% |
| 1Y | +38.3% | -21.6% | +59.9% | +45.0% |
| 3Y | +143.1% | +52.9% | +90.2% | +101.5% |
| 5Y | +135.0% | +47.5% | +87.5% | +77.2% |
| All | +135.0% | +45.9% | +89.1% | +77.2% |
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