+112.0%
IBM vs SGI
+61.8%
+50.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.7% | -1.1% |
| 7D | +0.3% | +9.3% | -9.0% | -1.2% |
| 30D | -1.5% | +6.9% | -8.4% | -2.6% |
| 3M | -16.8% | +2.8% | -19.6% | -17.5% |
| 6M | -9.0% | -12.6% | +3.6% | -7.8% |
| YTD | -20.1% | -21.5% | +1.5% | -17.4% |
| 1Y | -7.0% | -18.8% | +11.7% | -4.7% |
| 3Y | +72.4% | +60.8% | +11.5% | +58.9% |
| 5Y | +112.0% | +60.0% | +52.0% | +84.2% |
| All | +112.0% | +61.8% | +50.2% | +84.2% |
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 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