-62.1%
ALB vs SGI
+49.9%
-112.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.5% | +6.3% | +3.4% |
| 7D | +9.1% | +1.0% | +8.1% | +8.3% |
| 30D | -3.4% | +3.9% | -7.3% | -5.7% |
| 3M | -20.6% | -0.8% | -19.8% | -21.0% |
| 6M | -48.2% | -18.0% | -30.2% | -44.5% |
| YTD | -29.2% | -27.6% | -1.6% | -20.9% |
| 1Y | +10.0% | -27.2% | +37.2% | +22.5% |
| 3Y | -12.9% | +76.0% | -88.9% | -40.6% |
| All | -62.1% | +49.9% | -112.0% | -74.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling