+236.1%
INTC vs SGI
+1,798.9%
-1,562.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.6% |
| 7D | +6.0% | -5.3% | +11.3% | +7.3% |
| 30D | -39.2% | -2.1% | -37.1% | -39.2% |
| 3M | -42.9% | -8.2% | -34.8% | -42.3% |
| 6M | -50.4% | -4.6% | -45.8% | -50.3% |
| YTD | +61.7% | -31.5% | +93.1% | +73.3% |
| 1Y | +66.1% | -30.8% | +97.0% | +77.7% |
| 3Y | +58.1% | +67.2% | -9.1% | +40.1% |
| 5Y | +27.9% | +42.5% | -14.6% | +14.2% |
| 10Y | +111.1% | +321.9% | -210.7% | +40.0% |
| All | +236.1% | +1,798.9% | -1,562.8% | +22.3% |
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 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