+538.8%
SGI vs ALLE
+260.9%
+277.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | -0.2% |
| 7D | +8.5% | -0.2% | +8.8% | +8.8% |
| 30D | +0.7% | -6.8% | +7.5% | +5.8% |
| 3M | +0.6% | +21.0% | -20.4% | -12.7% |
| 6M | -17.9% | +1.1% | -19.0% | -19.1% |
| YTD | -21.2% | -0.5% | -20.6% | -21.3% |
| 1Y | -18.9% | -7.3% | -11.6% | -15.1% |
| 3Y | +52.6% | +42.3% | +10.4% | +16.3% |
| 5Y | +60.7% | +13.5% | +47.3% | +40.8% |
| 10Y | +278.1% | +144.0% | +134.1% | +104.1% |
| All | +538.8% | +260.9% | +277.9% | +193.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling