+1,380.5%
ACN vs SGI
+1,794.5%
-414.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.5% | -1.0% |
| 7D | -5.7% | -10.7% | +4.9% | -4.0% |
| 30D | +17.0% | -3.6% | +20.6% | +17.6% |
| 3M | +39.9% | -5.4% | +45.3% | +41.0% |
| 6M | +50.2% | -7.0% | +57.2% | +51.2% |
| YTD | -4.2% | -31.6% | +27.5% | +1.2% |
| 1Y | +4.3% | -33.5% | +37.8% | +10.6% |
| 3Y | -17.1% | +66.5% | -83.6% | -25.8% |
| 5Y | -26.5% | +42.2% | -68.7% | -34.0% |
| 10Y | +147.7% | +320.9% | -173.2% | +73.8% |
| All | +1,380.5% | +1,794.5% | -414.0% | +617.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling