+17.1%
MCHP vs SGI
-21.0%
+38.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.7% | +3.3% |
| 7D | 0.0% | -4.5% | +4.5% | +1.5% |
| 30D | -6.0% | +4.2% | -10.2% | -7.4% |
| 3M | -19.7% | -7.4% | -12.2% | -17.8% |
| 6M | +14.0% | -15.1% | +29.1% | +17.1% |
| YTD | +18.4% | -24.7% | +43.1% | +23.7% |
| 1Y | +17.1% | -21.8% | +38.9% | +25.2% |
| All | +17.1% | -21.0% | +38.1% | +25.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling