+279.1%
KLAC vs SGI
+55.1%
+224.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.9% | -1.3% | -2.4% |
| 7D | +6.2% | +0.6% | +5.6% | +5.9% |
| 30D | -5.0% | +5.5% | -10.5% | -7.5% |
| 3M | -14.4% | -3.6% | -10.8% | -13.2% |
| 6M | +28.3% | -15.0% | +43.3% | +36.2% |
| YTD | +51.1% | -23.0% | +74.1% | +66.2% |
| 1Y | +100.4% | -18.4% | +118.8% | +113.7% |
| All | +279.1% | +55.1% | +224.0% | +218.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling