+24.5%
ALAB vs SGI
-10.7%
+35.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +6.8% | -11.3% | -6.7% |
| 7D | -24.9% | +12.1% | -36.9% | -28.1% |
| 30D | -38.4% | +12.1% | -50.5% | -41.3% |
| 3M | -38.3% | +0.4% | -38.7% | -38.6% |
| 6M | +10.9% | -4.0% | +14.9% | +12.3% |
| YTD | +34.2% | -21.2% | +55.5% | +45.4% |
| 1Y | +24.5% | -12.1% | +36.6% | +38.4% |
| All | +24.5% | -10.7% | +35.2% | +38.4% |
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