+33.7%
ALAB vs SGI
-19.6%
+53.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.4% | -6.5% | -6.8% |
| 7D | +3.2% | +9.3% | -6.1% | -0.5% |
| 30D | -13.6% | +6.9% | -20.4% | -16.0% |
| 3M | -16.6% | +2.8% | -19.4% | -17.8% |
| 6M | +142.3% | -12.6% | +154.9% | +147.5% |
| YTD | +73.6% | -21.5% | +95.2% | +85.8% |
| 1Y | +33.7% | -18.8% | +52.4% | +59.3% |
| All | +33.7% | -19.6% | +53.3% | +59.3% |
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 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