+566.6%
INFY vs SGI
+1,966.1%
-1,399.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.9% | +0.4% |
| 7D | -9.8% | -4.9% | -4.9% | -8.9% |
| 30D | -13.4% | +1.6% | -15.0% | -13.7% |
| 3M | -7.2% | -3.2% | -4.1% | -7.0% |
| 6M | -20.6% | -16.0% | -4.6% | -18.6% |
| YTD | -37.5% | -25.4% | -12.0% | -34.5% |
| 1Y | -33.4% | -21.6% | -11.8% | -31.1% |
| 3Y | -32.4% | +52.9% | -85.3% | -39.7% |
| 5Y | -45.5% | +47.5% | -93.0% | -52.5% |
| 10Y | +79.7% | +263.5% | -183.8% | +18.1% |
| All | +566.6% | +1,966.1% | -1,399.4% | +130.4% |
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