+6.5%
GOOGL vs SGI
-33.4%
+39.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | +3.9% | -5.3% | +9.2% | +4.8% |
| 30D | -14.9% | -2.1% | -12.9% | -14.9% |
| 3M | -14.6% | -8.2% | -6.4% | -13.3% |
| 6M | -26.4% | -4.6% | -21.9% | -26.3% |
| YTD | -5.3% | -31.5% | +26.1% | -0.6% |
| 1Y | +6.5% | -30.8% | +37.3% | +12.2% |
| All | +6.5% | -33.4% | +39.8% | +12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling