-13.3%
IBM vs SGI
-10.7%
-2.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.8% | -5.1% | +0.4% |
| 7D | +0.4% | +12.1% | -11.6% | -1.9% |
| 30D | +14.8% | +12.1% | +2.7% | +12.0% |
| 3M | +8.9% | +0.4% | +8.5% | +8.5% |
| 6M | +12.4% | -4.0% | +16.4% | +11.3% |
| YTD | -12.4% | -21.2% | +8.9% | -7.4% |
| 1Y | -13.3% | -12.1% | -1.2% | -11.0% |
| All | -13.3% | -10.7% | -2.6% | -11.0% |
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 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