+333.1%
SGI vs ALC
+30.4%
+302.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -3.0% | -1.7% |
| 7D | -5.3% | -1.1% | -4.2% | -4.7% |
| 30D | -2.1% | +16.0% | -18.1% | -10.1% |
| 3M | -8.2% | +0.8% | -9.0% | -8.6% |
| 6M | -4.6% | +16.8% | -21.4% | -13.1% |
| YTD | -31.5% | -5.5% | -26.0% | -30.0% |
| 1Y | -30.8% | -5.3% | -25.6% | -29.6% |
| 3Y | +67.2% | +4.1% | +63.1% | +52.4% |
| 5Y | +42.5% | -7.1% | +49.6% | +38.1% |
| All | +333.1% | +30.4% | +302.7% | +204.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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