+109.8%
FE vs SGI
+397.2%
-287.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.5% | +5.0% | +0.1% |
| 7D | 0.0% | +1.0% | -1.0% | -0.2% |
| 30D | +5.2% | +3.9% | +1.3% | +4.7% |
| 3M | 0.0% | -0.8% | +0.8% | -0.1% |
| 6M | +5.0% | -18.0% | +23.0% | +6.7% |
| YTD | +7.9% | -27.6% | +35.5% | +10.7% |
| 1Y | +6.3% | -27.2% | +33.6% | +9.0% |
| 3Y | +46.0% | +76.0% | -30.0% | +34.7% |
| 5Y | +45.6% | +50.0% | -4.3% | +33.9% |
| All | +109.8% | +397.2% | -287.3% | +71.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling