+65.8%
FDX vs SGI
+54.7%
+11.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | -2.5% | +8.5% | -11.1% | -5.1% |
| 30D | +3.8% | +0.7% | +3.1% | +3.3% |
| 3M | -1.3% | +0.6% | -1.9% | -2.1% |
| 6M | +5.0% | -17.9% | +23.0% | +10.5% |
| YTD | +39.6% | -21.2% | +60.8% | +48.1% |
| 1Y | +81.1% | -18.9% | +100.0% | +89.4% |
| All | +65.8% | +54.7% | +11.1% | +36.5% |
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 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