+416.9%
SGI vs ACGL
+351.1%
+65.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.7% | -2.7% |
| 7D | +5.3% | +6.4% | -1.1% | +1.9% |
| 30D | +8.2% | +16.6% | -8.4% | -0.4% |
| 3M | -2.2% | +11.6% | -13.8% | -8.0% |
| 6M | -8.4% | +17.5% | -25.9% | -16.7% |
| YTD | -23.4% | +15.3% | -38.7% | -30.0% |
| 1Y | -14.0% | +26.3% | -40.3% | -25.3% |
| 3Y | +78.8% | +35.9% | +42.9% | +41.3% |
| 5Y | +58.6% | +168.2% | -109.6% | -22.0% |
| All | +416.9% | +351.1% | +65.8% | +60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 10y: compounded portfolio wealth divided by compounded ACGL 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…
10y analysis · Full analysis span regression · 6 months rolling