+57.4%
INTC vs SGI
-10.7%
+68.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +6.8% | -10.6% | -5.5% |
| 7D | -39.0% | +12.1% | -51.1% | -40.9% |
| 30D | -49.8% | +12.1% | -61.9% | -51.7% |
| 3M | -42.2% | +0.4% | -42.7% | -42.2% |
| 6M | -39.2% | -4.0% | -35.2% | -38.4% |
| YTD | +57.9% | -21.2% | +79.2% | +67.5% |
| 1Y | +57.4% | -12.1% | +69.4% | +66.8% |
| All | +57.4% | -10.7% | +68.1% | +66.8% |
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 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