+1,672.1%
SGI vs ALK
+594.9%
+1,077.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.4% | -4.9% | -5.1% |
| 7D | -3.9% | +12.9% | -16.9% | -8.9% |
| 30D | +0.9% | +5.5% | -4.6% | -1.6% |
| 3M | -2.9% | -12.1% | +9.2% | +2.2% |
| 6M | -9.0% | +1.7% | -10.7% | -10.6% |
| YTD | -29.2% | -17.4% | -11.8% | -24.9% |
| 1Y | -32.3% | -1.9% | -30.3% | -33.6% |
| 3Y | +72.4% | +21.2% | +51.2% | +42.1% |
| 5Y | +50.6% | -27.8% | +78.4% | +54.5% |
| 10Y | +335.2% | -41.0% | +376.3% | +334.3% |
| All | +1,672.1% | +594.9% | +1,077.2% | +409.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling