+59.5%
SGI vs ALK
-35.2%
+94.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.2% | +0.5% | -1.3% |
| 7D | +5.3% | +7.1% | -1.7% | +2.2% |
| 30D | +8.2% | -3.0% | +11.2% | +9.4% |
| 3M | -2.2% | -25.6% | +23.4% | +10.9% |
| 6M | -8.4% | +0.5% | -8.9% | -9.5% |
| YTD | -23.4% | -23.1% | -0.4% | -16.6% |
| 1Y | -14.0% | -7.5% | -6.4% | -13.9% |
| 3Y | +78.8% | +15.3% | +63.5% | +38.1% |
| All | +59.5% | -35.2% | +94.7% | +64.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling