-32.3%
SGI vs ACGL
+22.9%
-55.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.9% | -6.2% | -5.5% |
| 7D | -3.9% | +1.3% | -5.2% | -4.1% |
| 30D | +0.9% | +14.2% | -13.3% | -1.0% |
| 3M | -2.9% | +11.1% | -14.0% | -4.6% |
| 6M | -9.0% | +16.4% | -25.3% | -11.0% |
| YTD | -29.2% | +13.8% | -43.0% | -30.7% |
| 1Y | -32.3% | +21.6% | -53.8% | -34.0% |
| All | -32.3% | +22.9% | -55.2% | -34.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling