+335.2%
SGI vs ALLE
+217.2%
+118.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.5% | -4.7% | -4.9% |
| 7D | -3.9% | +0.1% | -4.0% | -3.9% |
| 30D | +0.9% | +25.9% | -25.0% | -14.8% |
| 3M | -2.9% | +14.9% | -17.8% | -12.4% |
| 6M | -9.0% | +42.1% | -51.1% | -30.3% |
| YTD | -29.2% | +20.4% | -49.6% | -38.6% |
| 1Y | -32.3% | +14.9% | -47.1% | -39.3% |
| 3Y | +72.4% | +90.1% | -17.7% | +3.9% |
| 5Y | +50.6% | +53.0% | -2.3% | +5.4% |
| 10Y | +335.2% | +208.8% | +126.4% | +79.2% |
| All | +335.2% | +217.2% | +118.0% | +79.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 10y: compounded portfolio wealth divided by compounded ALLE 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…
10y analysis · Full analysis span regression · 6 months rolling