+740.7%
GOOGL vs SGI
+266.5%
+474.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.7% | +1.3% |
| 7D | -2.8% | -4.9% | +2.1% | -1.8% |
| 30D | -3.2% | +1.6% | -4.8% | -3.6% |
| 3M | -6.6% | -3.2% | -3.4% | -6.3% |
| 6M | +8.5% | -16.0% | +24.5% | +11.7% |
| YTD | +6.5% | -25.4% | +31.9% | +12.0% |
| 1Y | +39.4% | -21.6% | +61.0% | +44.7% |
| 3Y | +146.2% | +52.9% | +93.3% | +117.8% |
| 5Y | +138.3% | +47.5% | +90.8% | +104.2% |
| All | +740.7% | +266.5% | +474.2% | +462.0% |
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