-19.1%
SGI vs ACI
-33.8%
+14.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.5% | -1.9% |
| 7D | +0.6% | -5.0% | +5.7% | +0.7% |
| 30D | +5.5% | -2.3% | +7.8% | +5.6% |
| 3M | -3.6% | -23.2% | +19.6% | -3.7% |
| 6M | -15.0% | -29.5% | +14.5% | -15.3% |
| YTD | -23.0% | -28.6% | +5.6% | -23.6% |
| All | -19.1% | -33.8% | +14.7% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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