+2,131.5%
FICO vs SGI
+2,021.1%
+110.4%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.8% | +3.7% | +1.7% |
| 7D | -0.3% | +5.3% | -5.6% | -1.8% |
| 30D | +1.7% | +8.2% | -6.5% | -0.4% |
| 3M | -35.2% | -2.2% | -33.0% | -34.9% |
| 6M | -33.7% | -8.4% | -25.2% | -32.7% |
| YTD | -58.2% | -23.4% | -34.7% | -55.8% |
| 1Y | -56.6% | -14.0% | -42.6% | -55.6% |
| 3Y | -24.0% | +78.8% | -102.8% | -37.3% |
| 5Y | +86.1% | +58.6% | +27.4% | +53.3% |
| 10Y | +522.8% | +427.8% | +95.0% | +239.0% |
| All | +2,131.5% | +2,021.1% | +110.4% | +513.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling