+244.8%
INTC vs SGI
+1,794.5%
-1,549.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.0% | +0.9% | -1.4% |
| 7D | +17.1% | -10.7% | +27.8% | +19.9% |
| 30D | -40.5% | -3.6% | -36.9% | -40.3% |
| 3M | -39.4% | -5.4% | -34.0% | -39.1% |
| 6M | -49.3% | -7.0% | -42.2% | -48.8% |
| YTD | +65.9% | -31.6% | +97.5% | +77.8% |
| 1Y | +61.5% | -33.5% | +95.0% | +74.3% |
| 3Y | +59.6% | +66.5% | -6.9% | +41.5% |
| 5Y | +31.2% | +42.2% | -11.0% | +17.2% |
| 10Y | +116.6% | +320.9% | -204.3% | +43.7% |
| All | +244.8% | +1,794.5% | -1,549.7% | +25.5% |
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