+50.5%
SGI vs ACWI
+61.3%
-10.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.6% | -2.1% |
| 7D | -10.5% | -0.7% | -9.8% | -9.7% |
| 30D | +0.1% | -2.0% | +2.1% | +2.9% |
| 3M | -4.0% | -2.2% | -1.8% | -1.1% |
| 6M | -5.6% | +1.9% | -7.5% | -8.1% |
| YTD | -29.5% | +12.0% | -41.5% | -39.5% |
| 1Y | -31.5% | +12.5% | -44.0% | -41.6% |
| 3Y | +71.6% | +75.4% | -3.8% | -24.3% |
| 5Y | +50.5% | +61.5% | -11.0% | -23.9% |
| All | +50.5% | +61.3% | -10.8% | -23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling