-23.8%
FICO vs SGI
+78.8%
-102.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.8% | +3.7% | +1.7% |
| 7D | -0.3% | +5.3% | -5.6% | -1.9% |
| 30D | +1.7% | +8.2% | -6.5% | -0.5% |
| 3M | -35.2% | -2.2% | -33.0% | -35.0% |
| 6M | -33.7% | -8.4% | -25.2% | -33.0% |
| YTD | -58.2% | -23.4% | -34.7% | -55.8% |
| 1Y | -56.6% | -14.0% | -42.6% | -55.7% |
| All | -23.8% | +78.8% | -102.6% | -33.1% |
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