+158.1%
SGI vs ABCL
-80.5%
+238.6%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +6.7% | -12.2% | -6.3% |
| 7D | +1.0% | -3.2% | +4.1% | +1.1% |
| 30D | +3.9% | -7.4% | +11.3% | +4.3% |
| 3M | -0.8% | +81.9% | -82.8% | -10.0% |
| 6M | -18.0% | +135.7% | -153.7% | -29.1% |
| YTD | -27.6% | +247.4% | -275.0% | -41.2% |
| 1Y | -27.2% | +162.3% | -189.5% | -38.9% |
| 3Y | +76.0% | +165.5% | -89.5% | +39.2% |
| 5Y | +50.0% | -21.3% | +71.2% | +27.5% |
| All | +158.1% | -80.5% | +238.6% | +121.6% |
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