-33.5%
SGI vs ACM
-46.1%
+12.5%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -2.9% |
| 7D | -10.7% | +5.1% | -15.8% | -12.5% |
| 30D | -3.6% | +18.7% | -22.2% | -9.7% |
| 3M | -5.4% | +15.5% | -20.9% | -10.5% |
| 6M | -7.0% | +1.2% | -8.2% | -8.7% |
| YTD | -31.6% | -25.2% | -6.4% | -24.7% |
| 1Y | -33.5% | -46.3% | +12.8% | -29.0% |
| All | -33.5% | -46.1% | +12.5% | -29.0% |
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 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