-12.1%
SGI vs ABCL
+138.2%
-150.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.8% | +6.0% | +6.8% |
| 7D | +12.1% | -10.0% | +22.0% | +12.9% |
| 30D | +12.1% | -10.9% | +23.0% | +12.9% |
| 3M | +0.4% | +101.6% | -101.2% | -8.2% |
| 6M | -4.0% | +167.5% | -171.5% | -17.5% |
| YTD | -21.2% | +259.1% | -280.3% | -34.8% |
| 1Y | -12.1% | +152.2% | -164.2% | -27.8% |
| All | -12.1% | +138.2% | -150.3% | -27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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