+128.3%
GOOGL vs SGI
+66.8%
+61.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.0% | +4.8% | +2.3% |
| 7D | +5.7% | -10.7% | +16.4% | +7.9% |
| 30D | -15.6% | -3.6% | -12.0% | -15.3% |
| 3M | -13.0% | -5.4% | -7.6% | -12.4% |
| 6M | -22.8% | -7.0% | -15.7% | -22.2% |
| YTD | -4.4% | -31.6% | +27.2% | +1.3% |
| 1Y | +4.5% | -33.5% | +38.0% | +11.2% |
| All | +128.3% | +66.8% | +61.5% | +123.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling