+121.0%
FE vs SGI
+318.6%
-197.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +2.9% | +0.3% |
| 7D | -0.3% | -10.7% | +10.4% | +0.9% |
| 30D | +3.9% | -3.6% | +7.5% | +4.2% |
| 3M | -0.1% | -5.4% | +5.3% | +0.3% |
| 6M | +6.1% | -7.0% | +13.1% | +6.5% |
| YTD | +8.1% | -31.6% | +39.7% | +11.5% |
| 1Y | +4.4% | -33.5% | +37.9% | +8.1% |
| 3Y | +49.0% | +66.5% | -17.5% | +38.1% |
| 5Y | +46.1% | +42.2% | +4.0% | +34.9% |
| All | +121.0% | +318.6% | -197.5% | +78.4% |
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 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