-53.7%
FIS vs SGI
-33.4%
-20.3%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +3.9% | +4.1% |
| 7D | +2.8% | -5.3% | +8.1% | +3.2% |
| 30D | -16.7% | -2.1% | -14.7% | -17.1% |
| 3M | -32.3% | -8.2% | -24.1% | -32.0% |
| 6M | -29.1% | -4.6% | -24.5% | -29.3% |
| YTD | -54.1% | -31.5% | -22.7% | -52.4% |
| 1Y | -53.7% | -30.8% | -22.9% | -52.4% |
| All | -53.7% | -33.4% | -20.3% | -52.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling