+42.2%
SGI vs ALK
-31.3%
+73.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.8% | +1.8% | -0.8% |
| 7D | -10.7% | +0.9% | -11.6% | -11.1% |
| 30D | -3.6% | +3.3% | -6.9% | -5.1% |
| 3M | -5.4% | -17.6% | +12.2% | +2.5% |
| 6M | -7.0% | +0.8% | -7.9% | -8.4% |
| YTD | -31.6% | -22.4% | -9.2% | -25.9% |
| 1Y | -33.5% | -10.1% | -23.5% | -32.7% |
| 3Y | +66.5% | +14.0% | +52.5% | +29.5% |
| 5Y | +42.2% | -29.8% | +72.0% | +42.3% |
| All | +42.2% | -31.3% | +73.4% | +42.3% |
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