-23.0%
SGI vs ABCL
+136.3%
-159.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -9.4% | +6.6% | -2.0% |
| 7D | +5.3% | -14.9% | +20.2% | +6.6% |
| 30D | +8.2% | -15.4% | +23.5% | +9.4% |
| 3M | -2.2% | +88.0% | -90.2% | -11.0% |
| 6M | -8.4% | +138.8% | -147.3% | -21.6% |
| YTD | -23.4% | +225.4% | -248.9% | -37.6% |
| All | -23.0% | +136.3% | -159.3% | -37.2% |
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