+388.8%
SGI vs ALLE
+222.4%
+166.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.9% | -4.5% | -4.8% |
| 7D | +1.0% | -0.6% | +1.5% | +1.5% |
| 30D | +3.9% | +25.3% | -21.4% | -12.1% |
| 3M | -0.8% | +10.3% | -11.1% | -7.9% |
| 6M | -18.0% | +38.0% | -56.0% | -36.0% |
| YTD | -27.6% | +17.8% | -45.4% | -36.3% |
| 1Y | -27.2% | +13.6% | -40.8% | -34.3% |
| 3Y | +76.0% | +89.2% | -13.2% | +6.2% |
| 5Y | +50.0% | +51.1% | -1.1% | +5.7% |
| All | +388.8% | +222.4% | +166.3% | +89.1% |
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