+507.8%
SGI vs ALM
+3,507.4%
-2,999.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.1% | -7.6% | -5.5% |
| 7D | +1.0% | -6.7% | +7.6% | +1.0% |
| 30D | +3.9% | -32.9% | +36.8% | +4.1% |
| 3M | -0.8% | -39.5% | +38.7% | -0.6% |
| 6M | -18.0% | -62.0% | +44.0% | -17.6% |
| YTD | -27.6% | -7.8% | -19.8% | -27.6% |
| 1Y | -27.2% | +26.7% | -53.9% | -27.4% |
| 3Y | +76.0% | +825.4% | -749.4% | +73.9% |
| 5Y | +50.0% | +401.2% | -351.3% | +48.3% |
| 10Y | +399.1% | +2,074.0% | -1,675.0% | +391.0% |
| All | +507.8% | +3,507.4% | -2,999.7% | +497.3% |
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