+50.9%
FERG vs SGI
+55.1%
-4.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.6% | -0.6% |
| 7D | +0.9% | +0.6% | +0.3% | +0.7% |
| 30D | -15.1% | +5.5% | -20.6% | -17.0% |
| 3M | -4.8% | -3.6% | -1.2% | -3.9% |
| 6M | -2.5% | -15.0% | +12.6% | +2.7% |
| YTD | +1.8% | -23.0% | +24.8% | +11.0% |
| 1Y | -0.3% | -18.4% | +18.1% | +5.8% |
| All | +50.9% | +55.1% | -4.2% | +31.4% |
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 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