+409.6%
IBM vs SGI
+2,083.6%
-1,674.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | -0.3% | +8.5% | -8.8% | -1.5% |
| 30D | +0.3% | +0.7% | -0.4% | +0.1% |
| 3M | -21.6% | +0.6% | -22.2% | -21.9% |
| 6M | -4.7% | -17.9% | +13.2% | -2.7% |
| YTD | -19.1% | -21.2% | +2.1% | -16.9% |
| 1Y | -2.5% | -18.9% | +16.4% | -0.4% |
| 3Y | +74.2% | +52.6% | +21.5% | +61.0% |
| 5Y | +113.1% | +60.7% | +52.4% | +91.0% |
| 10Y | +133.5% | +278.1% | -144.6% | +72.0% |
| All | +409.6% | +2,083.6% | -1,674.0% | +147.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling