-42.9%
ACN vs SGI
+61.8%
-104.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -4.0% |
| 7D | -4.8% | +9.3% | -14.1% | -7.0% |
| 30D | +1.9% | +6.9% | -5.0% | +0.1% |
| 3M | +3.9% | +2.8% | +1.0% | +2.5% |
| 6M | -15.0% | -12.6% | -2.4% | -13.3% |
| YTD | -31.9% | -21.5% | -10.4% | -28.4% |
| 1Y | -28.5% | -18.8% | -9.8% | -25.9% |
| 3Y | -41.9% | +60.8% | -102.7% | -51.9% |
| 5Y | -42.9% | +60.0% | -102.9% | -56.3% |
| All | -42.9% | +61.8% | -104.7% | -56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 5y: compounded portfolio wealth divided by compounded SGI 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…
5y analysis · Full analysis span regression · 6 months rolling