-40.9%
FIS vs SGI
+263.3%
-304.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.9% | -1.5% | -3.0% |
| 7D | -9.1% | +0.6% | -9.7% | -9.2% |
| 30D | -10.4% | +5.5% | -16.0% | -11.5% |
| 3M | -3.7% | -3.6% | -0.1% | -3.3% |
| 6M | -24.8% | -15.0% | -9.7% | -22.9% |
| YTD | -41.6% | -23.0% | -18.5% | -38.9% |
| 1Y | -42.7% | -18.4% | -24.3% | -41.1% |
| 3Y | -26.2% | +57.8% | -84.0% | -36.1% |
| 5Y | -66.1% | +51.5% | -117.6% | -71.4% |
| 10Y | -40.9% | +275.2% | -316.0% | -63.2% |
| All | -40.9% | +263.3% | -304.1% | -63.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling