+388.8%
SGI vs ACGL
+337.7%
+51.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.0% | -2.5% | -3.8% |
| 7D | +1.0% | +0.9% | +0.1% | +0.7% |
| 30D | +3.9% | +13.7% | -9.8% | -3.0% |
| 3M | -0.8% | +8.0% | -8.9% | -5.0% |
| 6M | -18.0% | +13.3% | -31.2% | -23.9% |
| YTD | -27.6% | +11.8% | -39.5% | -32.7% |
| 1Y | -27.2% | +22.2% | -49.5% | -35.7% |
| 3Y | +76.0% | +32.5% | +43.5% | +41.1% |
| 5Y | +50.0% | +160.2% | -110.2% | -25.0% |
| All | +388.8% | +337.7% | +51.1% | +54.4% |
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