+388.8%
SGI vs ACWI
+219.0%
+169.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | 0.0% | -5.4% | -5.4% |
| 7D | +1.0% | -2.4% | +3.3% | +4.5% |
| 30D | +3.9% | -5.2% | +9.1% | +12.1% |
| 3M | -0.8% | -4.8% | +4.0% | +6.5% |
| 6M | -18.0% | -1.3% | -16.6% | -16.3% |
| YTD | -27.6% | +8.4% | -36.0% | -35.4% |
| 1Y | -27.2% | +11.0% | -38.3% | -37.2% |
| 3Y | +76.0% | +70.6% | +5.4% | -20.9% |
| 5Y | +50.0% | +55.3% | -5.3% | -20.0% |
| All | +388.8% | +219.0% | +169.7% | -9.7% |
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