+541.4%
FICO vs SGI
+319.5%
+221.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +2.2% | -5.3% | +7.5% | +4.0% |
| 30D | +0.1% | -2.1% | +2.1% | +0.6% |
| 3M | -35.2% | -8.2% | -27.0% | -33.5% |
| 6M | -32.4% | -4.6% | -27.8% | -31.9% |
| YTD | -57.4% | -31.5% | -25.9% | -52.8% |
| 1Y | -58.5% | -30.8% | -27.7% | -54.2% |
| 3Y | -28.9% | +67.2% | -96.1% | -43.4% |
| 5Y | +91.7% | +42.5% | +49.2% | +53.5% |
| All | +541.4% | +319.5% | +221.9% | +209.9% |
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