+75.5%
FDX vs SGI
-19.6%
+95.1%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.5% |
| 7D | -3.3% | +9.3% | -12.6% | -5.4% |
| 30D | -1.4% | +6.9% | -8.3% | -3.1% |
| 3M | -4.5% | +2.8% | -7.4% | -5.6% |
| 6M | +9.4% | -12.6% | +22.0% | +11.7% |
| YTD | +36.0% | -21.5% | +57.5% | +41.3% |
| 1Y | +75.5% | -18.8% | +94.3% | +81.5% |
| All | +75.5% | -19.6% | +95.1% | +81.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling