+13,447.0%
GOOG vs SGI
+2,225.0%
+11,221.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.5% | +0.1% |
| 7D | +1.1% | +9.3% | -8.2% | -0.7% |
| 30D | -5.1% | +6.9% | -11.9% | -6.4% |
| 3M | -7.1% | +2.8% | -9.9% | -7.9% |
| 6M | +12.7% | -12.6% | +25.2% | +14.9% |
| YTD | +7.1% | -21.5% | +28.6% | +11.2% |
| 1Y | +43.6% | -18.8% | +62.4% | +47.7% |
| 3Y | +146.8% | +60.8% | +85.9% | +118.0% |
| 5Y | +133.7% | +60.0% | +73.7% | +101.6% |
| 10Y | +773.3% | +267.8% | +505.5% | +479.6% |
| All | +13,447.0% | +2,225.0% | +11,221.9% | +4,053.5% |
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