-28.5%
SGI vs ACM
-46.1%
+17.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +5.2% | -1.9% | +1.2% |
| 7D | -0.2% | +6.9% | -7.1% | -2.8% |
| 30D | +6.6% | +19.1% | -12.5% | -0.3% |
| 3M | +1.8% | -6.9% | +8.8% | +3.3% |
| 6M | -3.9% | -12.0% | +8.1% | -1.0% |
| YTD | -25.2% | -25.1% | -0.1% | -17.8% |
| All | -28.5% | -46.1% | +17.6% | -24.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling