+1,059.5%
SGI vs ACM
+233.2%
+826.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.2% | -0.6% | -1.4% |
| 7D | +5.3% | +5.1% | +0.3% | +2.3% |
| 30D | +8.2% | +11.5% | -3.3% | +1.3% |
| 3M | -2.2% | -10.5% | +8.2% | +3.7% |
| 6M | -8.4% | -20.4% | +11.9% | +3.6% |
| YTD | -23.4% | -28.9% | +5.4% | -7.7% |
| 1Y | -14.0% | -48.7% | +34.7% | +25.7% |
| 3Y | +78.8% | -12.5% | +91.3% | +83.8% |
| 5Y | +58.6% | +0.5% | +58.1% | +49.5% |
| 10Y | +427.8% | +161.2% | +266.7% | +172.8% |
| All | +1,059.5% | +233.2% | +826.3% | +376.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling