+86.1%
SGI vs ALLY
+57.0%
+29.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.4% | -2.1% |
| 7D | +5.3% | -1.1% | +6.5% | +6.0% |
| 30D | +8.2% | +4.2% | +4.0% | +6.1% |
| 3M | -2.2% | -12.4% | +10.2% | +4.6% |
| 6M | -8.4% | -8.7% | +0.2% | -3.9% |
| YTD | -23.4% | -11.6% | -11.8% | -18.7% |
| 1Y | -14.0% | +0.2% | -14.1% | -13.6% |
| All | +86.1% | +57.0% | +29.1% | +39.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling