+8,544.4%
MU vs SGI
+2,083.6%
+6,460.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.5% | +5.6% | +5.9% |
| 7D | +9.0% | +8.5% | +0.4% | +5.8% |
| 30D | +13.8% | +0.7% | +13.1% | +13.3% |
| 3M | +2.1% | +0.6% | +1.5% | +1.7% |
| 6M | +153.8% | -17.9% | +171.7% | +170.0% |
| YTD | +256.4% | -21.2% | +277.6% | +282.5% |
| 1Y | +719.8% | -18.9% | +738.6% | +768.2% |
| 3Y | +1,360.4% | +52.6% | +1,307.7% | +1,124.2% |
| 5Y | +1,312.4% | +60.7% | +1,251.7% | +1,028.5% |
| 10Y | +6,142.6% | +278.1% | +5,864.5% | +3,104.0% |
| All | +8,544.4% | +2,083.6% | +6,460.8% | +1,712.8% |
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