-18.0%
SGI vs ACI
-18.6%
+0.7%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.4% | -2.1% | -5.1% |
| 7D | +1.0% | -2.2% | +3.2% | +1.4% |
| 30D | +3.9% | +10.3% | -6.4% | +3.8% |
| 3M | -0.8% | +7.2% | -8.0% | -0.8% |
| 6M | -18.0% | -18.0% | 0.0% | -22.4% |
| All | -18.0% | -18.6% | +0.7% | -22.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling