-80.3%
FIG vs SGI
-2.9%
-77.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.4% | -5.2% | -5.7% |
| 7D | -16.4% | +9.3% | -25.6% | -16.4% |
| 30D | -2.3% | +6.9% | -9.2% | -2.3% |
| 3M | +7.8% | +2.8% | +5.0% | +7.5% |
| 6M | -21.8% | -12.6% | -9.2% | -22.1% |
| YTD | -39.1% | -21.5% | -17.6% | -39.0% |
| 1Y | -56.6% | -18.8% | -37.9% | -59.0% |
| All | -80.3% | -2.9% | -77.4% | -78.5% |
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