+86.1%
SGI vs ALC
+4.5%
+81.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.4% |
| 7D | +5.3% | +7.6% | -2.3% | +2.2% |
| 30D | +8.2% | +21.1% | -13.0% | 0.0% |
| 3M | -2.2% | +8.5% | -10.7% | -5.5% |
| 6M | -8.4% | +2.8% | -11.2% | -10.5% |
| YTD | -23.4% | -2.4% | -21.0% | -23.5% |
| 1Y | -14.0% | +3.5% | -17.4% | -16.2% |
| All | +86.1% | +4.5% | +81.7% | +74.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling