+263.4%
INTC vs SGI
+278.2%
-14.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.6% | +2.2% |
| 7D | +18.0% | +0.6% | +17.4% | +17.8% |
| 30D | +8.9% | +5.5% | +3.4% | +7.2% |
| 3M | -1.6% | -3.6% | +2.0% | -0.9% |
| 6M | +133.1% | -15.0% | +148.1% | +141.4% |
| YTD | +187.9% | -23.0% | +210.9% | +205.3% |
| 1Y | +334.7% | -18.4% | +353.1% | +352.6% |
| 3Y | +184.2% | +57.8% | +126.4% | +150.6% |
| 5Y | +116.0% | +51.5% | +64.5% | +85.5% |
| All | +263.4% | +278.2% | -14.8% | +145.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling