+181.0%
SGI vs ABCL
-81.3%
+262.3%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.7% |
| 7D | +8.5% | +0.7% | +7.8% | +8.5% |
| 30D | +0.7% | +93.1% | -92.4% | -8.8% |
| 3M | +0.6% | +79.4% | -78.8% | -8.6% |
| 6M | -17.9% | +214.9% | -232.8% | -31.4% |
| YTD | -21.2% | +234.2% | -255.4% | -35.2% |
| 1Y | -18.9% | +174.8% | -193.6% | -32.5% |
| 3Y | +52.6% | +104.5% | -51.8% | +25.5% |
| 5Y | +60.7% | -39.0% | +99.7% | +38.6% |
| All | +181.0% | -81.3% | +262.3% | +144.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling