+166.6%
SGI vs ABCL
-79.5%
+246.1%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +5.2% | -1.9% | +2.6% |
| 7D | -0.2% | +12.4% | -12.6% | -1.8% |
| 30D | +6.6% | -0.4% | +6.9% | +6.1% |
| 3M | +1.8% | +80.4% | -78.5% | -7.4% |
| 6M | -3.9% | +138.5% | -142.4% | -17.0% |
| YTD | -25.2% | +265.5% | -290.7% | -39.7% |
| 1Y | -26.7% | +219.7% | -246.4% | -39.9% |
| 3Y | +86.8% | +209.4% | -122.6% | +44.9% |
| 5Y | +56.6% | -15.0% | +71.7% | +32.4% |
| All | +166.6% | -79.5% | +246.1% | +127.4% |
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