+61.5%
SGI vs ACM
+5.0%
+56.6%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | +8.5% | -3.7% | +12.3% | +10.9% |
| 30D | +0.7% | -11.1% | +11.8% | +7.0% |
| 3M | +0.6% | -8.0% | +8.6% | +4.5% |
| 6M | -17.9% | -29.7% | +11.7% | +0.2% |
| YTD | -21.2% | -29.4% | +8.2% | -4.8% |
| 1Y | -18.9% | -46.4% | +27.6% | +15.2% |
| 3Y | +52.6% | -22.3% | +75.0% | +61.2% |
| All | +61.5% | +5.0% | +56.6% | +39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling