+267.8%
SGI vs ALM
+3,219.4%
-2,951.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.8% | -9.3% | -1.0% |
| 7D | +9.3% | +8.4% | +0.9% | +8.7% |
| 30D | +6.9% | +34.8% | -28.0% | +4.6% |
| 3M | +2.8% | +16.2% | -13.4% | +1.2% |
| 6M | -12.6% | +2.1% | -14.7% | -13.7% |
| YTD | -21.5% | +117.0% | -138.6% | -26.1% |
| 1Y | -18.8% | +313.9% | -332.6% | -26.6% |
| 3Y | +60.8% | +2,327.9% | -2,267.1% | +24.9% |
| 5Y | +60.0% | +1,040.6% | -980.6% | +28.2% |
| 10Y | +267.8% | +3,219.4% | -2,951.6% | +156.1% |
| All | +267.8% | +3,219.4% | -2,951.6% | +156.1% |
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