+87.3%
ALB vs SGI
+263.3%
-175.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.9% | -0.9% | -2.2% |
| 7D | -8.6% | +0.6% | -9.2% | -8.8% |
| 30D | -4.0% | +5.5% | -9.6% | -5.8% |
| 3M | -17.4% | -3.6% | -13.8% | -17.1% |
| 6M | -25.4% | -15.0% | -10.3% | -22.9% |
| YTD | -10.5% | -23.0% | +12.5% | -5.1% |
| 1Y | +75.8% | -18.4% | +94.2% | +82.0% |
| 3Y | -28.5% | +57.8% | -86.3% | -39.6% |
| 5Y | -45.1% | +51.5% | -96.6% | -54.8% |
| 10Y | +87.3% | +275.2% | -187.8% | +23.4% |
| All | +87.3% | +263.3% | -175.9% | +23.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling