+151.3%
SGI vs ABCL
-80.4%
+231.8%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | 0.0% |
| 7D | -10.5% | -2.7% | -7.8% | -10.3% |
| 30D | +0.1% | -5.4% | +5.6% | +0.3% |
| 3M | -4.0% | +22.4% | -26.4% | -7.6% |
| 6M | -5.6% | +127.6% | -133.2% | -18.1% |
| YTD | -29.5% | +249.4% | -278.9% | -42.8% |
| 1Y | -31.5% | +198.0% | -229.5% | -43.4% |
| 3Y | +71.6% | +195.8% | -124.2% | +33.9% |
| 5Y | +50.5% | -20.6% | +71.1% | +27.9% |
| All | +151.3% | -80.4% | +231.8% | +115.6% |
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