-18.4%
SGI vs ALM
+312.4%
-330.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.1% | +2.2% | -1.4% |
| 7D | +0.6% | +3.6% | -3.0% | +0.1% |
| 30D | +5.5% | +33.8% | -28.3% | +1.3% |
| 3M | -3.6% | +14.8% | -18.4% | -6.5% |
| 6M | -15.0% | -7.0% | -8.1% | -16.4% |
| YTD | -23.0% | +108.1% | -131.1% | -30.1% |
| 1Y | -18.4% | +313.8% | -332.2% | -33.2% |
| All | -18.4% | +312.4% | -330.8% | -33.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling