+1,766.1%
SGI vs WYNN
+531.1%
+1,235.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.0% | -1.1% | -2.3% |
| 7D | -4.9% | -3.4% | -1.5% | -3.5% |
| 30D | +1.6% | -15.4% | +17.0% | +8.9% |
| 3M | -3.2% | -15.8% | +12.6% | +3.7% |
| 6M | -16.0% | -13.5% | -2.5% | -10.9% |
| YTD | -25.4% | -26.0% | +0.6% | -15.7% |
| 1Y | -21.6% | -27.4% | +5.8% | -11.7% |
| 3Y | +52.9% | -3.7% | +56.6% | +47.1% |
| 5Y | +47.5% | -9.8% | +57.3% | +37.8% |
| 10Y | +263.5% | +1.1% | +262.4% | +171.5% |
| All | +1,766.1% | +531.1% | +1,235.0% | +556.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 WYNN 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