+290.1%
SGI vs ACI
+34.0%
+256.2%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.2% | -7.4% | -5.6% |
| 7D | -3.9% | -0.6% | -3.3% | -3.8% |
| 30D | +0.9% | +9.5% | -8.6% | -0.3% |
| 3M | -2.9% | +10.1% | -13.0% | -4.3% |
| 6M | -9.0% | -15.4% | +6.4% | -7.5% |
| YTD | -29.2% | -19.5% | -9.6% | -27.7% |
| 1Y | -32.3% | -21.0% | -11.3% | -30.7% |
| 3Y | +72.4% | -31.2% | +103.6% | +79.0% |
| 5Y | +50.6% | -40.6% | +91.2% | +57.6% |
| All | +290.1% | +34.0% | +256.2% | +261.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling