+143.8%
SGI vs ABCL
-81.0%
+224.8%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.8% | -0.2% | -2.7% |
| 7D | -10.7% | +4.4% | -15.1% | -11.2% |
| 30D | -3.6% | -7.9% | +4.3% | -3.1% |
| 3M | -5.4% | +12.2% | -17.6% | -7.9% |
| 6M | -7.0% | +134.7% | -141.8% | -19.7% |
| YTD | -31.6% | +239.8% | -271.4% | -44.3% |
| 1Y | -33.5% | +192.7% | -226.2% | -44.9% |
| 3Y | +66.5% | +187.6% | -121.2% | +30.3% |
| 5Y | +42.2% | -22.6% | +64.8% | +21.2% |
| All | +143.8% | -81.0% | +224.8% | +109.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling