+267.8%
SGI vs ACM
+128.0%
+139.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | +0.1% |
| 7D | +9.3% | -0.3% | +9.6% | +9.5% |
| 30D | +6.9% | -12.9% | +19.8% | +16.2% |
| 3M | +2.8% | -6.4% | +9.2% | +6.1% |
| 6M | -12.6% | -29.2% | +16.6% | +8.9% |
| YTD | -21.5% | -29.9% | +8.4% | -2.5% |
| 1Y | -18.8% | -47.3% | +28.5% | +21.5% |
| 3Y | +60.8% | -19.6% | +80.5% | +72.3% |
| 5Y | +60.0% | +5.5% | +54.5% | +38.1% |
| 10Y | +267.8% | +129.7% | +138.1% | +77.6% |
| All | +267.8% | +128.0% | +139.9% | +77.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling