+454.2%
SGI vs ALLE
+338.1%
+116.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.6% |
| 7D | -10.7% | +1.6% | -12.2% | -11.6% |
| 30D | -3.6% | +24.1% | -27.7% | -17.2% |
| 3M | -5.4% | +14.8% | -20.2% | -14.2% |
| 6M | -7.0% | +45.9% | -52.9% | -29.3% |
| YTD | -31.6% | +20.7% | -52.4% | -40.5% |
| 1Y | -33.5% | +14.2% | -47.7% | -39.9% |
| 3Y | +66.5% | +90.7% | -24.2% | +2.9% |
| 5Y | +42.2% | +50.6% | -8.4% | +2.6% |
| 10Y | +320.9% | +208.9% | +112.0% | +93.8% |
| All | +454.2% | +338.1% | +116.1% | +122.0% |
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