+333.9%
SGI vs ACWI
+227.3%
+106.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.6% | -2.2% |
| 7D | -10.5% | -0.7% | -9.8% | -9.7% |
| 30D | +0.1% | -2.0% | +2.1% | +3.0% |
| 3M | -4.0% | -2.2% | -1.8% | -0.9% |
| 6M | -5.6% | +1.9% | -7.5% | -8.2% |
| YTD | -29.5% | +12.0% | -41.5% | -40.0% |
| 1Y | -31.5% | +12.5% | -44.0% | -42.1% |
| 3Y | +71.6% | +75.4% | -3.8% | -26.0% |
| 5Y | +50.5% | +61.5% | -11.0% | -24.3% |
| 10Y | +333.9% | +227.1% | +106.8% | -27.9% |
| All | +333.9% | +227.3% | +106.5% | -27.9% |
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