+72.4%
SGI vs ALLE
+92.8%
-20.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -13.3% |
| 3M | -2.9% | +14.9% | -17.8% | -11.4% |
| 6M | -9.0% | +42.1% | -51.1% | -28.5% |
| YTD | -29.2% | +20.4% | -49.6% | -37.6% |
| 1Y | -32.3% | +14.9% | -47.1% | -38.5% |
| 3Y | +72.4% | +90.1% | -17.7% | +10.4% |
| All | +72.4% | +92.8% | -20.4% | +10.4% |
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