+2,556.2%
SGI vs ACWI
+330.1%
+2,226.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.8% | +1.0% | +2.5% |
| 7D | +5.3% | -4.0% | +9.3% | +11.4% |
| 30D | +8.2% | -5.8% | +14.0% | +17.3% |
| 3M | -2.2% | -5.0% | +2.8% | +5.0% |
| 6M | -8.4% | +0.7% | -9.1% | -9.1% |
| YTD | -23.4% | +8.4% | -31.9% | -31.1% |
| 1Y | -14.0% | +10.1% | -24.1% | -24.2% |
| 3Y | +78.8% | +70.8% | +8.0% | -14.4% |
| 5Y | +58.6% | +55.4% | +3.2% | -10.7% |
| 10Y | +427.8% | +223.3% | +204.5% | +19.1% |
| All | +2,556.2% | +330.1% | +2,226.0% | +370.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling