+59.2%
SGI vs ALM
+2,118.4%
-2,059.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.6% |
| 7D | +8.5% | -2.6% | +11.1% | +8.7% |
| 30D | +0.7% | +32.0% | -31.3% | -1.2% |
| 3M | +0.6% | -15.0% | +15.6% | +0.9% |
| 6M | -17.9% | -10.1% | -7.8% | -18.4% |
| YTD | -21.2% | +99.4% | -120.6% | -24.0% |
| 1Y | -18.9% | +316.4% | -335.2% | -23.5% |
| All | +59.2% | +2,118.4% | -2,059.3% | +38.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling