+824.0%
ALB vs SGI
+1,905.4%
-1,081.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.5% | +6.3% | +2.3% |
| 7D | +9.1% | +1.0% | +8.1% | +8.7% |
| 30D | -3.4% | +3.9% | -7.3% | -4.6% |
| 3M | -20.6% | -0.8% | -19.8% | -20.7% |
| 6M | -48.2% | -18.0% | -30.2% | -46.1% |
| YTD | -29.2% | -27.6% | -1.6% | -24.6% |
| 1Y | +10.0% | -27.2% | +37.2% | +16.9% |
| 3Y | -12.9% | +76.0% | -88.9% | -26.0% |
| 5Y | -61.3% | +50.0% | -111.2% | -66.4% |
| 10Y | +35.8% | +399.1% | -363.3% | -18.4% |
| All | +824.0% | +1,905.4% | -1,081.4% | +202.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling