+303.8%
SGI vs ALM
+1,942.8%
-1,639.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -6.5% | +3.5% | -2.6% |
| 7D | -10.7% | -4.0% | -6.7% | -10.4% |
| 30D | -3.6% | -30.5% | +26.9% | -1.4% |
| 3M | -5.4% | -46.9% | +41.5% | -1.8% |
| 6M | -7.0% | -65.5% | +58.5% | -1.4% |
| YTD | -31.6% | -13.4% | -18.2% | -31.8% |
| 1Y | -33.5% | +9.8% | -43.3% | -34.8% |
| 3Y | +66.5% | +783.1% | -716.6% | +38.0% |
| 5Y | +42.2% | +378.3% | -336.1% | +19.7% |
| All | +303.8% | +1,942.8% | -1,639.0% | +198.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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