+138.2%
IBM vs SGI
+49.9%
+88.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.5% | +4.6% | +0.1% |
| 7D | -5.0% | +1.0% | -5.9% | -5.2% |
| 30D | +11.1% | +3.9% | +7.2% | +10.2% |
| 3M | +5.7% | -0.8% | +6.5% | +5.6% |
| 6M | +10.1% | -18.0% | +28.1% | +13.0% |
| YTD | -15.6% | -27.6% | +12.0% | -11.7% |
| 1Y | -19.5% | -27.2% | +7.7% | -15.9% |
| 3Y | +80.4% | +76.0% | +4.4% | +64.5% |
| All | +138.2% | +49.9% | +88.3% | +113.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling