-33.5%
SGI vs ALC
-11.3%
-22.2%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.1% | -2.5% |
| 7D | -10.7% | -6.2% | -4.5% | -7.6% |
| 30D | -3.6% | +14.0% | -17.6% | -8.5% |
| 3M | -5.4% | -2.4% | -3.0% | -4.4% |
| 6M | -7.0% | +12.6% | -19.7% | -11.0% |
| YTD | -31.6% | -8.4% | -23.2% | -30.1% |
| 1Y | -33.5% | -9.1% | -24.4% | -31.8% |
| All | -33.5% | -11.3% | -22.2% | -31.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling