+1,872.3%
SGI vs ACGL
+2,330.0%
-457.7%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +1.6% |
| 7D | +8.5% | -0.7% | +9.3% | +9.0% |
| 30D | +0.7% | -1.0% | +1.7% | +1.2% |
| 3M | +0.6% | +11.0% | -10.4% | -6.9% |
| 6M | -17.9% | -0.3% | -17.6% | -18.6% |
| YTD | -21.2% | +2.3% | -23.5% | -23.6% |
| 1Y | -18.9% | +6.4% | -25.2% | -23.8% |
| 3Y | +52.6% | +34.0% | +18.7% | +15.2% |
| 5Y | +60.7% | +161.6% | -100.9% | -28.9% |
| 10Y | +278.1% | +278.6% | -0.5% | +18.9% |
| All | +1,872.3% | +2,330.0% | -457.7% | +104.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling