+384.3%
SGI vs ACM
+147.1%
+237.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +5.2% | -1.9% | -0.4% |
| 7D | -0.2% | +6.9% | -7.1% | -4.7% |
| 30D | +6.6% | +19.1% | -12.5% | -5.5% |
| 3M | +1.8% | -6.9% | +8.8% | +5.8% |
| 6M | -3.9% | -12.0% | +8.1% | +2.7% |
| YTD | -25.2% | -25.1% | -0.1% | -11.0% |
| 1Y | -26.7% | -45.4% | +18.7% | +8.5% |
| 3Y | +86.8% | -6.9% | +93.7% | +79.8% |
| 5Y | +56.6% | +3.7% | +52.9% | +37.7% |
| 10Y | +384.3% | +135.8% | +248.5% | +125.0% |
| All | +384.3% | +147.1% | +237.2% | +125.0% |
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