+33.9%
ALNY vs SGI
+47.3%
-13.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.2% |
| 7D | -6.5% | -4.5% | -2.1% | -5.4% |
| 30D | +11.0% | +4.2% | +6.9% | +9.9% |
| 3M | -14.1% | -7.4% | -6.6% | -12.3% |
| 6M | -22.4% | -15.1% | -7.3% | -19.6% |
| YTD | -37.5% | -24.7% | -12.8% | -33.5% |
| 1Y | -46.9% | -21.8% | -25.2% | -44.4% |
| 3Y | +22.1% | +50.0% | -28.0% | +4.3% |
| All | +33.9% | +47.3% | -13.5% | +8.9% |
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