+72.4%
SGI vs ACWI
+74.9%
-2.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.5% | -4.8% | -4.7% |
| 7D | -3.9% | -0.2% | -3.8% | -3.7% |
| 30D | +0.9% | -3.3% | +4.2% | +5.2% |
| 3M | -2.9% | -3.4% | +0.5% | +1.5% |
| 6M | -9.0% | +0.8% | -9.8% | -9.8% |
| YTD | -29.2% | +10.7% | -39.9% | -37.2% |
| 1Y | -32.3% | +11.6% | -43.9% | -40.5% |
| 3Y | +72.4% | +73.4% | -1.0% | -28.0% |
| All | +72.4% | +74.9% | -2.5% | -28.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling