+56.6%
SGI vs AMBA
-69.7%
+126.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +5.3% | -2.0% | +2.0% |
| 7D | -0.2% | 0.0% | -0.2% | -0.4% |
| 30D | +6.6% | -8.6% | +15.1% | +8.3% |
| 3M | +1.8% | -29.0% | +30.8% | +9.4% |
| 6M | -3.9% | -19.2% | +15.3% | -4.6% |
| YTD | -25.2% | -13.0% | -12.3% | -28.4% |
| 1Y | -26.7% | -31.3% | +4.5% | -25.7% |
| 3Y | +86.8% | +28.1% | +58.6% | +42.4% |
| 5Y | +56.6% | -69.4% | +126.1% | +52.1% |
| All | +56.6% | -69.7% | +126.4% | +52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 5y: compounded portfolio wealth divided by compounded AMBA 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…
5y analysis · Full analysis span regression · 6 months rolling