+46.3%
TSLA vs SGI
+59.2%
-12.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.4% | +4.2% |
| 7D | +3.4% | +9.3% | -5.9% | -1.0% |
| 30D | +12.0% | +6.9% | +5.2% | +8.4% |
| 3M | -10.0% | +2.8% | -12.8% | -11.9% |
| 6M | -7.2% | -12.6% | +5.4% | -3.0% |
| YTD | -18.1% | -21.5% | +3.4% | -10.5% |
| 1Y | +6.3% | -18.8% | +25.0% | +12.7% |
| 3Y | +48.2% | +60.8% | -12.7% | +7.0% |
| All | +46.3% | +59.2% | -12.9% | +0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling