+46.6%
SGI vs ACGL
+176.5%
-130.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -10.5% | -1.4% | -9.1% | -10.0% |
| 30D | +0.1% | +12.4% | -12.2% | -3.6% |
| 3M | -4.0% | +11.1% | -15.1% | -7.3% |
| 6M | -5.6% | +16.3% | -22.0% | -10.7% |
| YTD | -29.5% | +13.8% | -43.3% | -32.9% |
| 1Y | -31.5% | +20.4% | -51.9% | -36.2% |
| 3Y | +71.6% | +33.6% | +38.0% | +48.9% |
| All | +46.6% | +176.5% | -130.0% | -21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling