+603.9%
FICO vs SGI
+267.9%
+336.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +0.5% | -17.2% | -16.8% |
| 7D | -19.2% | +8.5% | -27.7% | -21.4% |
| 30D | -14.6% | +0.7% | -15.3% | -14.8% |
| 3M | -20.1% | +0.6% | -20.7% | -20.6% |
| 6M | -36.3% | -17.9% | -18.4% | -33.2% |
| YTD | -44.9% | -21.2% | -23.7% | -41.6% |
| 1Y | -38.6% | -18.9% | -19.8% | -35.9% |
| 3Y | +4.0% | +52.6% | -48.7% | -14.1% |
| 5Y | +99.5% | +60.7% | +38.8% | +55.1% |
| All | +603.9% | +267.9% | +336.0% | +241.9% |
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