+61.5%
SGI vs ACI
-42.9%
+104.5%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | +8.5% | +0.2% | +8.4% | +8.5% |
| 30D | +0.7% | +5.9% | -5.2% | -0.2% |
| 3M | +0.6% | -19.8% | +20.4% | +3.5% |
| 6M | -17.9% | -24.7% | +6.8% | -15.0% |
| YTD | -21.2% | -24.4% | +3.2% | -18.6% |
| 1Y | -18.9% | -31.5% | +12.6% | -14.7% |
| 3Y | +52.6% | -38.7% | +91.3% | +62.9% |
| All | +61.5% | -42.9% | +104.5% | +67.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling