+996.3%
SGI vs ACM
+233.3%
+763.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | 0.0% | -5.5% | -5.5% |
| 7D | +1.0% | +5.4% | -4.4% | -2.2% |
| 30D | +3.9% | +15.1% | -11.2% | -4.6% |
| 3M | -0.8% | -10.5% | +9.6% | +5.2% |
| 6M | -18.0% | -19.7% | +1.7% | -7.7% |
| YTD | -27.6% | -28.8% | +1.2% | -12.7% |
| 1Y | -27.2% | -47.9% | +20.6% | +5.4% |
| 3Y | +76.0% | -12.4% | +88.3% | +80.7% |
| 5Y | +50.0% | +0.6% | +49.4% | +41.3% |
| 10Y | +399.1% | +161.3% | +237.8% | +157.9% |
| All | +996.3% | +233.3% | +763.0% | +350.1% |
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