+618.3%
FDX vs SGI
+2,083.6%
-1,465.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | -2.5% | +8.5% | -11.1% | -4.5% |
| 30D | +3.8% | +0.7% | +3.1% | +3.4% |
| 3M | -1.3% | +0.6% | -1.9% | -1.9% |
| 6M | +5.0% | -17.9% | +23.0% | +9.2% |
| YTD | +39.6% | -21.2% | +60.8% | +46.2% |
| 1Y | +81.1% | -18.9% | +100.0% | +87.6% |
| 3Y | +63.0% | +52.6% | +10.4% | +43.4% |
| 5Y | +65.6% | +60.7% | +4.9% | +39.6% |
| 10Y | +183.4% | +278.1% | -94.8% | +76.2% |
| All | +618.3% | +2,083.6% | -1,465.3% | +125.5% |
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 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