+33.4%
INTC vs SGI
+48.7%
-15.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.5% | +8.0% | +7.7% |
| 7D | +7.3% | -10.5% | +17.7% | +11.6% |
| 30D | -38.3% | +0.1% | -38.5% | -38.9% |
| 3M | -36.0% | -4.0% | -32.1% | -35.9% |
| 6M | -51.7% | -5.6% | -46.1% | -51.4% |
| YTD | +69.4% | -29.5% | +98.9% | +89.0% |
| 1Y | +65.0% | -31.5% | +96.5% | +86.2% |
| 3Y | +63.0% | +71.6% | -8.6% | +28.2% |
| 5Y | +33.4% | +50.5% | -17.2% | +1.1% |
| All | +33.4% | +48.7% | -15.4% | +1.1% |
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