+357.4%
SGI vs ALC
+31.8%
+325.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.1% | -3.3% | -4.2% |
| 7D | +1.0% | +4.9% | -3.9% | -1.7% |
| 30D | +3.9% | +19.0% | -15.1% | -6.1% |
| 3M | -0.8% | +7.8% | -8.6% | -5.1% |
| 6M | -18.0% | +14.6% | -32.5% | -24.4% |
| YTD | -27.6% | -4.4% | -23.2% | -26.6% |
| 1Y | -27.2% | +1.4% | -28.6% | -29.0% |
| 3Y | +76.0% | +2.5% | +73.5% | +62.3% |
| 5Y | +50.0% | -10.9% | +60.9% | +49.7% |
| All | +357.4% | +31.8% | +325.5% | +219.4% |
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