+692.8%
GOOGL vs SGI
+319.5%
+373.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | +3.9% | -5.3% | +9.2% | +5.0% |
| 30D | -14.9% | -2.1% | -12.9% | -14.9% |
| 3M | -14.6% | -8.2% | -6.4% | -13.4% |
| 6M | -26.4% | -4.6% | -21.9% | -26.4% |
| YTD | -5.3% | -31.5% | +26.1% | +1.2% |
| 1Y | +6.5% | -30.8% | +37.3% | +13.5% |
| 3Y | +126.0% | +67.2% | +58.8% | +94.5% |
| 5Y | +100.8% | +42.5% | +58.3% | +71.9% |
| All | +692.8% | +319.5% | +373.3% | +423.6% |
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