+608.3%
FDX vs SGI
+2,021.1%
-1,412.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.8% | -1.0% | -3.2% |
| 7D | +2.9% | +5.3% | -2.4% | +1.6% |
| 30D | +9.6% | +8.2% | +1.4% | +7.5% |
| 3M | +2.4% | -2.2% | +4.6% | +2.5% |
| 6M | +9.2% | -8.4% | +17.6% | +10.6% |
| YTD | +37.7% | -23.4% | +61.1% | +45.0% |
| 1Y | +56.1% | -14.0% | +70.1% | +59.4% |
| 3Y | +68.9% | +78.8% | -9.9% | +43.4% |
| 5Y | +79.0% | +58.6% | +20.3% | +51.5% |
| 10Y | +163.9% | +427.8% | -263.9% | +53.9% |
| All | +608.3% | +2,021.1% | -1,412.8% | +123.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling