+72.4%
SGI vs ABCL
+206.1%
-133.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.3% | -4.9% | -5.2% |
| 7D | -3.9% | +2.3% | -6.2% | -4.2% |
| 30D | +0.9% | -0.7% | +1.6% | +0.6% |
| 3M | -2.9% | +33.4% | -36.3% | -7.5% |
| 6M | -9.0% | +137.8% | -146.7% | -21.8% |
| YTD | -29.2% | +264.3% | -293.5% | -43.4% |
| 1Y | -32.3% | +209.2% | -241.4% | -44.7% |
| 3Y | +72.4% | +208.4% | -136.0% | +25.0% |
| All | +72.4% | +206.1% | -133.7% | +25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling