-30.8%
SGI vs ALLE
+15.3%
-46.2%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.5% |
| 7D | -5.3% | +3.6% | -8.9% | -7.6% |
| 30D | -2.1% | +25.9% | -28.0% | -16.7% |
| 3M | -8.2% | +15.8% | -23.9% | -17.2% |
| 6M | -4.6% | +48.1% | -52.6% | -29.5% |
| YTD | -31.5% | +22.0% | -53.4% | -39.2% |
| 1Y | -30.8% | +18.0% | -48.9% | -37.5% |
| All | -30.8% | +15.3% | -46.2% | -37.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling