+93.8%
SGI vs ALHC
-29.3%
+123.1%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.1% | -0.4% |
| 7D | +9.3% | -1.0% | +10.2% | +9.4% |
| 30D | +6.9% | -6.3% | +13.2% | +7.7% |
| 3M | +2.8% | -12.3% | +15.2% | +3.3% |
| 6M | -12.6% | -27.0% | +14.4% | -10.8% |
| YTD | -21.5% | -31.8% | +10.3% | -19.4% |
| 1Y | -18.8% | -17.0% | -1.7% | -19.0% |
| 3Y | +60.8% | +159.8% | -99.0% | +26.3% |
| 5Y | +60.0% | -25.1% | +85.1% | +36.1% |
| All | +93.8% | -29.3% | +123.1% | +62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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