-57.9%
FICO vs SGI
-23.3%
-34.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.5% | +5.0% | +1.1% |
| 7D | -0.9% | +1.0% | -1.9% | -1.5% |
| 30D | +3.3% | +3.9% | -0.6% | +2.2% |
| 3M | -31.7% | -0.8% | -30.9% | -31.9% |
| 6M | -34.0% | -18.0% | -16.0% | -32.3% |
| YTD | -58.3% | -27.6% | -30.7% | -55.7% |
| 1Y | -57.9% | -27.2% | -30.7% | -55.3% |
| All | -57.9% | -23.3% | -34.6% | -55.3% |
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