-18.8%
SGI vs ACWI
+21.5%
-40.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | 0.0% | +0.2% |
| 7D | +9.3% | +1.1% | +8.2% | +7.7% |
| 30D | +6.9% | -0.2% | +7.1% | +7.2% |
| 3M | +2.8% | +4.7% | -1.8% | -3.4% |
| 6M | -12.6% | +14.5% | -27.1% | -27.2% |
| YTD | -21.5% | +14.6% | -36.1% | -34.3% |
| 1Y | -18.8% | +21.4% | -40.2% | -36.7% |
| All | -18.8% | +21.5% | -40.3% | -36.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling