+86.1%
SGI vs ALLE
+90.7%
-4.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.9% | +0.1% | -0.9% |
| 7D | +5.3% | 0.0% | +5.3% | +5.4% |
| 30D | +8.2% | +20.6% | -12.4% | -4.6% |
| 3M | -2.2% | +11.4% | -13.6% | -9.1% |
| 6M | -8.4% | +42.5% | -51.0% | -28.4% |
| YTD | -23.4% | +18.9% | -42.3% | -32.0% |
| 1Y | -14.0% | +14.2% | -28.1% | -21.7% |
| All | +86.1% | +90.7% | -4.5% | +14.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling