+59.5%
SGI vs ACGL
+167.2%
-107.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.7% | -2.7% |
| 7D | +5.3% | +6.4% | -1.1% | +3.2% |
| 30D | +8.2% | +16.6% | -8.4% | +2.8% |
| 3M | -2.2% | +11.6% | -13.8% | -5.8% |
| 6M | -8.4% | +17.5% | -25.9% | -13.6% |
| YTD | -23.4% | +15.3% | -38.7% | -27.5% |
| 1Y | -14.0% | +26.3% | -40.3% | -21.2% |
| 3Y | +78.8% | +35.9% | +42.9% | +53.9% |
| All | +59.5% | +167.2% | -107.7% | -14.1% |
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