+494.6%
SGI vs ALM
+3,516.3%
-3,021.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -7.2% | +2.0% | -5.2% |
| 7D | -3.9% | -6.3% | +2.4% | -3.9% |
| 30D | +0.9% | -31.4% | +32.4% | +1.1% |
| 3M | -2.9% | -40.6% | +37.7% | -2.7% |
| 6M | -9.0% | -58.6% | +49.7% | -8.6% |
| YTD | -29.2% | -7.6% | -21.6% | -29.2% |
| 1Y | -32.3% | +13.8% | -46.1% | -32.3% |
| 3Y | +72.4% | +842.1% | -769.7% | +70.4% |
| 5Y | +50.6% | +407.4% | -356.8% | +49.0% |
| 10Y | +335.2% | +2,079.4% | -1,744.1% | +328.2% |
| All | +494.6% | +3,516.3% | -3,021.7% | +484.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling