+997.1%
ACN vs SGI
+2,083.6%
-1,086.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.5% | -3.8% | -3.4% |
| 7D | -1.5% | +8.5% | -10.1% | -2.9% |
| 30D | +9.4% | +0.7% | +8.7% | +9.1% |
| 3M | +5.6% | +0.6% | +5.0% | +5.2% |
| 6M | -9.3% | -17.9% | +8.7% | -7.0% |
| YTD | -29.0% | -21.2% | -7.8% | -26.8% |
| 1Y | -24.7% | -18.9% | -5.8% | -22.9% |
| 3Y | -39.8% | +52.6% | -92.5% | -45.5% |
| 5Y | -40.9% | +60.7% | -101.6% | -48.0% |
| 10Y | +91.1% | +278.1% | -187.0% | +35.0% |
| All | +997.1% | +2,083.6% | -1,086.4% | +419.5% |
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