+40.6%
ALB vs SGI
+318.6%
-278.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.0% | +1.8% | -0.2% |
| 7D | -3.6% | -10.7% | +7.1% | -0.1% |
| 30D | -2.9% | -3.6% | +0.7% | -2.1% |
| 3M | -25.8% | -5.4% | -20.4% | -24.9% |
| 6M | -53.6% | -7.0% | -46.5% | -53.1% |
| YTD | -32.4% | -31.6% | -0.8% | -25.6% |
| 1Y | -13.0% | -33.5% | +20.5% | -3.5% |
| 3Y | -15.0% | +66.5% | -81.5% | -29.8% |
| 5Y | -63.5% | +42.2% | -105.7% | -69.5% |
| All | +40.6% | +318.6% | -278.0% | -5.3% |
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 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