+144.5%
IBM vs SGI
+263.3%
-118.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.9% | +5.3% | +3.7% |
| 7D | +3.6% | +0.6% | +3.0% | +3.4% |
| 30D | +1.5% | +5.5% | -4.0% | +0.6% |
| 3M | -12.9% | -3.6% | -9.3% | -12.7% |
| 6M | -3.9% | -15.0% | +11.1% | -2.1% |
| YTD | -17.3% | -23.0% | +5.7% | -14.5% |
| 1Y | -5.0% | -18.4% | +13.4% | -2.8% |
| 3Y | +78.2% | +57.8% | +20.5% | +62.8% |
| 5Y | +120.6% | +51.5% | +69.2% | +97.9% |
| 10Y | +144.5% | +275.2% | -130.7% | +76.5% |
| All | +144.5% | +263.3% | -118.8% | +76.5% |
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