+303.8%
SGI vs ACWI
+225.4%
+78.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -2.2% |
| 7D | -10.7% | +2.7% | -13.4% | -14.1% |
| 30D | -3.6% | -2.6% | -1.0% | +0.1% |
| 3M | -5.4% | -3.2% | -2.2% | -0.9% |
| 6M | -7.0% | +1.9% | -8.9% | -9.6% |
| YTD | -31.6% | +11.3% | -43.0% | -41.3% |
| 1Y | -33.5% | +11.7% | -45.2% | -43.1% |
| 3Y | +66.5% | +74.4% | -7.9% | -27.6% |
| 5Y | +42.2% | +59.5% | -17.3% | -27.1% |
| All | +303.8% | +225.4% | +78.5% | -35.0% |
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