+1,872.3%
SGI vs ALK
+603.3%
+1,269.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | -0.2% |
| 7D | +8.5% | -0.7% | +9.2% | +8.9% |
| 30D | +0.7% | -19.2% | +19.9% | +10.2% |
| 3M | +0.6% | -1.5% | +2.1% | +0.6% |
| 6M | -17.9% | -13.1% | -4.9% | -13.8% |
| YTD | -21.2% | -16.4% | -4.8% | -16.6% |
| 1Y | -18.9% | -33.1% | +14.2% | -6.7% |
| 3Y | +52.6% | +0.6% | +52.0% | +37.0% |
| 5Y | +60.7% | -26.4% | +87.1% | +63.2% |
| 10Y | +278.1% | -34.2% | +312.3% | +260.7% |
| All | +1,872.3% | +603.3% | +1,269.0% | +465.8% |
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