+59.2%
SGI vs ACM
-19.2%
+78.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | +8.5% | -3.7% | +12.3% | +10.5% |
| 30D | +0.7% | -11.1% | +11.8% | +5.9% |
| 3M | +0.6% | -8.0% | +8.6% | +3.9% |
| 6M | -17.9% | -29.7% | +11.7% | -3.1% |
| YTD | -21.2% | -29.4% | +8.2% | -7.5% |
| 1Y | -18.9% | -46.4% | +27.6% | +8.6% |
| All | +59.2% | -19.2% | +78.4% | +54.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling