+4,361.4%
IDXX vs SGI
+1,986.4%
+2,375.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.3% | -0.6% |
| 7D | -5.7% | -4.5% | -1.3% | -4.9% |
| 30D | -11.5% | +4.2% | -15.7% | -12.3% |
| 3M | -9.5% | -7.4% | -2.1% | -8.4% |
| 6M | -16.0% | -15.1% | -0.9% | -13.8% |
| YTD | -25.4% | -24.7% | -0.7% | -21.8% |
| 1Y | -21.8% | -21.8% | 0.0% | -18.8% |
| 3Y | +7.0% | +50.0% | -43.0% | -2.2% |
| 5Y | -26.0% | +48.9% | -74.9% | -33.5% |
| 10Y | +358.9% | +267.1% | +91.9% | +227.6% |
| All | +4,361.4% | +1,986.4% | +2,375.1% | +1,775.8% |
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