+155.7%
FDX vs SGI
+337.7%
-181.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.4% | +1.1% |
| 7D | -2.1% | -10.5% | +8.4% | +1.1% |
| 30D | +10.4% | +0.1% | +10.3% | +10.2% |
| 3M | +0.5% | -4.0% | +4.4% | +1.2% |
| 6M | +6.5% | -5.6% | +12.1% | +7.3% |
| YTD | +40.2% | -29.5% | +69.7% | +52.6% |
| 1Y | +52.1% | -31.5% | +83.6% | +66.7% |
| 3Y | +72.8% | +71.6% | +1.2% | +43.0% |
| 5Y | +76.3% | +50.5% | +25.8% | +45.0% |
| 10Y | +155.7% | +333.9% | -178.1% | +43.0% |
| All | +155.7% | +337.7% | -181.9% | +43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 10y: compounded portfolio wealth divided by compounded SGI 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…
10y analysis · Full analysis span regression · 6 months rolling