+369.0%
SGI vs ALLY
+198.2%
+170.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.7% | -3.8% | -4.4% |
| 7D | +1.0% | +0.9% | 0.0% | +0.6% |
| 30D | +3.9% | +3.1% | +0.8% | +2.2% |
| 3M | -0.8% | -12.6% | +11.7% | +7.7% |
| 6M | -18.0% | -12.4% | -5.5% | -10.8% |
| YTD | -27.6% | -13.2% | -14.5% | -21.1% |
| 1Y | -27.2% | +1.8% | -29.1% | -28.0% |
| 3Y | +76.0% | +58.0% | +18.0% | +25.0% |
| 5Y | +50.0% | -8.4% | +58.4% | +43.4% |
| All | +369.0% | +198.2% | +170.8% | +76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 10y: compounded portfolio wealth divided by compounded ALLY 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…
10y analysis · Full analysis span regression · 6 months rolling