-29.5%
ALB vs SGI
+60.7%
-90.2%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.5% | -5.0% | -4.7% |
| 7D | -8.1% | +8.5% | -16.6% | -11.6% |
| 30D | +6.3% | +0.7% | +5.6% | +5.4% |
| 3M | -23.6% | +0.6% | -24.2% | -24.8% |
| 6M | -24.6% | -17.9% | -6.7% | -18.9% |
| YTD | -10.3% | -21.2% | +10.9% | -2.6% |
| 1Y | +61.5% | -18.9% | +80.3% | +70.5% |
| All | -29.5% | +60.7% | -90.2% | -54.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling