-23.0%
SGI vs ALK
-7.2%
-15.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.2% | +0.5% | -1.2% |
| 7D | +5.3% | +7.1% | -1.7% | +1.9% |
| 30D | +8.2% | -3.0% | +11.2% | +9.4% |
| 3M | -2.2% | -25.6% | +23.4% | +11.8% |
| 6M | -8.4% | +0.5% | -8.9% | -9.6% |
| YTD | -23.4% | -23.1% | -0.4% | -20.2% |
| All | -23.0% | -7.2% | -15.8% | -24.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling