-56.4%
FICO vs SGI
-10.7%
-45.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +6.8% | -10.0% | -5.1% |
| 7D | +0.4% | +12.1% | -11.6% | -2.9% |
| 30D | +1.7% | +12.1% | -10.4% | -1.5% |
| 3M | -33.0% | +0.4% | -33.5% | -33.6% |
| 6M | -33.9% | -4.0% | -29.9% | -34.8% |
| YTD | -58.5% | -21.2% | -37.3% | -56.8% |
| 1Y | -56.4% | -12.1% | -44.3% | -56.0% |
| All | -56.4% | -10.7% | -45.6% | -56.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling