+74.1%
FDX vs SGI
+67.2%
+6.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | +5.2% | -5.3% | +10.5% | +7.0% |
| 30D | +11.3% | -2.1% | +13.3% | +11.8% |
| 3M | -4.1% | -8.2% | +4.1% | -1.9% |
| 6M | +9.6% | -4.6% | +14.2% | +9.9% |
| YTD | +40.9% | -31.5% | +72.4% | +56.2% |
| 1Y | +53.0% | -30.8% | +83.8% | +69.0% |
| 3Y | +74.1% | +67.2% | +6.9% | +40.4% |
| All | +74.1% | +67.2% | +6.9% | +40.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling