-41.3%
ALNY vs SGI
-17.2%
-24.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.5% |
| 7D | +12.2% | +8.5% | +3.7% | +9.9% |
| 30D | +16.3% | +0.7% | +15.7% | +15.8% |
| 3M | -12.4% | +0.6% | -13.0% | -12.9% |
| 6M | -18.7% | -17.9% | -0.8% | -18.9% |
| YTD | -33.1% | -21.2% | -11.9% | -33.1% |
| 1Y | -41.3% | -18.9% | -22.5% | -43.0% |
| All | -41.3% | -17.2% | -24.2% | -43.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling