+395.8%
SGI vs ALC
+21.6%
+374.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.5% | +0.7% |
| 7D | +9.3% | -3.7% | +13.0% | +11.7% |
| 30D | +6.9% | -3.7% | +10.6% | +9.2% |
| 3M | +2.8% | +4.6% | -1.7% | -0.1% |
| 6M | -12.6% | -14.6% | +2.0% | -4.9% |
| YTD | -21.5% | -11.9% | -9.7% | -16.6% |
| 1Y | -18.8% | -13.1% | -5.6% | -13.3% |
| 3Y | +60.8% | -15.0% | +75.8% | +67.4% |
| 5Y | +60.0% | -16.2% | +76.2% | +64.6% |
| All | +395.8% | +21.6% | +374.2% | +262.8% |
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