+3,585.7%
ALNY vs SGI
+2,043.0%
+1,542.7%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.4% |
| 7D | -3.5% | +0.6% | -4.1% | -3.7% |
| 30D | +18.9% | +5.5% | +13.4% | +17.5% |
| 3M | -13.3% | -3.6% | -9.7% | -12.6% |
| 6M | -20.3% | -15.0% | -5.2% | -17.6% |
| YTD | -35.1% | -23.0% | -12.1% | -31.7% |
| 1Y | -46.5% | -18.4% | -28.1% | -44.6% |
| 3Y | +28.1% | +57.8% | -29.7% | +11.5% |
| 5Y | +36.1% | +51.5% | -15.4% | +15.9% |
| 10Y | +269.7% | +275.2% | -5.5% | +121.0% |
| All | +3,585.7% | +2,043.0% | +1,542.7% | +1,025.2% |
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