+471.3%
SGI vs ALLE
+340.4%
+130.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -1.1% |
| 7D | -10.5% | -0.8% | -9.7% | -9.9% |
| 30D | +0.1% | +27.4% | -27.2% | -15.5% |
| 3M | -4.0% | +13.8% | -17.8% | -12.4% |
| 6M | -5.6% | +45.5% | -51.1% | -28.1% |
| YTD | -29.5% | +21.4% | -50.9% | -38.9% |
| 1Y | -31.5% | +15.4% | -46.9% | -38.5% |
| 3Y | +71.6% | +91.7% | -20.1% | +5.7% |
| 5Y | +50.5% | +54.5% | -4.0% | +6.8% |
| 10Y | +333.9% | +210.5% | +123.3% | +99.0% |
| All | +471.3% | +340.4% | +130.9% | +128.0% |
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