-44.6%
INFY vs SGI
+47.3%
-91.9%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +1.3% |
| 7D | -5.4% | -4.5% | -0.9% | -4.5% |
| 30D | -9.9% | +4.2% | -14.0% | -10.6% |
| 3M | -4.6% | -7.4% | +2.9% | -3.5% |
| 6M | -18.5% | -15.1% | -3.4% | -16.6% |
| YTD | -36.5% | -24.7% | -11.8% | -33.5% |
| 1Y | -32.8% | -21.8% | -11.0% | -30.3% |
| 3Y | -32.2% | +50.0% | -82.2% | -40.0% |
| All | -44.6% | +47.3% | -91.9% | -52.2% |
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