-16.4%
IDXX vs SGI
-17.2%
+0.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.6% | +1.0% |
| 7D | -3.5% | +8.5% | -12.1% | -5.8% |
| 30D | -8.4% | +0.7% | -9.1% | -8.8% |
| 3M | -5.2% | +0.6% | -5.8% | -5.7% |
| 6M | -17.5% | -17.9% | +0.5% | -13.7% |
| YTD | -20.9% | -21.2% | +0.3% | -16.3% |
| 1Y | -16.4% | -18.9% | +2.5% | -9.3% |
| All | -16.4% | -17.2% | +0.8% | -9.3% |
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