+333.9%
SGI vs ALK
-41.4%
+375.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.8% | +0.1% |
| 7D | -10.5% | +2.6% | -13.1% | -11.6% |
| 30D | +0.1% | +7.8% | -7.7% | -3.4% |
| 3M | -4.0% | -15.2% | +11.3% | +3.0% |
| 6M | -5.6% | +5.0% | -10.7% | -8.8% |
| YTD | -29.5% | -18.4% | -11.1% | -24.9% |
| 1Y | -31.5% | -2.4% | -29.1% | -33.0% |
| 3Y | +71.6% | +19.8% | +51.8% | +37.7% |
| 5Y | +50.5% | -27.8% | +78.3% | +52.5% |
| 10Y | +333.9% | -42.0% | +375.8% | +290.6% |
| All | +333.9% | -41.4% | +375.3% | +290.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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