+334.2%
SGI vs ACI
+25.9%
+308.3%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | +8.5% | +0.2% | +8.4% | +8.5% |
| 30D | +0.7% | +5.9% | -5.2% | -0.1% |
| 3M | +0.6% | -19.8% | +20.4% | +3.2% |
| 6M | -17.9% | -24.7% | +6.8% | -15.3% |
| YTD | -21.2% | -24.4% | +3.2% | -18.8% |
| 1Y | -18.9% | -31.5% | +12.6% | -15.2% |
| 3Y | +52.6% | -38.7% | +91.3% | +61.4% |
| 5Y | +60.7% | -42.8% | +103.5% | +68.7% |
| All | +334.2% | +25.9% | +308.3% | +306.5% |
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