+86.1%
SGI vs ACWI
+70.4%
+15.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.8% | +1.0% | +2.1% |
| 7D | +5.3% | -4.0% | +9.3% | +10.9% |
| 30D | +8.2% | -5.8% | +14.0% | +16.6% |
| 3M | -2.2% | -5.0% | +2.8% | +4.4% |
| 6M | -8.4% | +0.7% | -9.1% | -9.1% |
| YTD | -23.4% | +8.4% | -31.9% | -30.4% |
| 1Y | -14.0% | +10.1% | -24.1% | -23.2% |
| All | +86.1% | +70.4% | +15.7% | -23.4% |
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