+335.2%
SGI vs ACWI
+220.7%
+114.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.5% | -4.8% | -4.6% |
| 7D | -3.9% | -0.2% | -3.8% | -3.7% |
| 30D | +0.9% | -3.3% | +4.2% | +5.9% |
| 3M | -2.9% | -3.4% | +0.5% | +2.1% |
| 6M | -9.0% | +0.8% | -9.8% | -10.0% |
| YTD | -29.2% | +10.7% | -39.9% | -38.7% |
| 1Y | -32.3% | +11.6% | -43.9% | -42.0% |
| 3Y | +72.4% | +73.4% | -1.0% | -24.3% |
| 5Y | +50.6% | +60.2% | -9.5% | -23.3% |
| 10Y | +335.2% | +221.6% | +113.7% | -24.9% |
| All | +335.2% | +220.7% | +114.5% | -24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 10y: compounded portfolio wealth divided by compounded ACWI 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…
10y analysis · Full analysis span regression · 6 months rolling