+92.9%
FICO vs SGI
+48.7%
+44.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.2% | -0.1% |
| 7D | +4.0% | -10.5% | +14.5% | +7.6% |
| 30D | -1.5% | +0.1% | -1.7% | -1.8% |
| 3M | -29.8% | -4.0% | -25.8% | -29.1% |
| 6M | -33.3% | -5.6% | -27.6% | -32.6% |
| YTD | -56.9% | -29.5% | -27.4% | -52.7% |
| 1Y | -59.5% | -31.5% | -27.9% | -55.1% |
| 3Y | -26.9% | +71.6% | -98.5% | -43.1% |
| 5Y | +92.9% | +50.5% | +42.4% | +51.7% |
| All | +92.9% | +48.7% | +44.2% | +51.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling