-65.6%
FIS vs SGI
+61.8%
-127.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.4% | -5.5% | -5.8% |
| 7D | -3.5% | +9.3% | -12.7% | -5.5% |
| 30D | -7.8% | +6.9% | -14.7% | -9.3% |
| 3M | +0.8% | +2.8% | -2.0% | -0.3% |
| 6M | -21.9% | -12.6% | -9.3% | -20.3% |
| YTD | -39.5% | -21.5% | -18.0% | -36.7% |
| 1Y | -41.0% | -18.8% | -22.2% | -39.1% |
| 3Y | -23.6% | +60.8% | -84.5% | -35.9% |
| 5Y | -65.6% | +60.0% | -125.6% | -72.0% |
| All | -65.6% | +61.8% | -127.4% | -72.0% |
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 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