+249.0%
FIS vs SGI
+2,083.6%
-1,834.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.0% |
| 7D | +1.1% | +8.5% | -7.5% | -0.5% |
| 30D | -2.2% | +0.7% | -2.9% | -2.4% |
| 3M | +2.1% | +0.6% | +1.5% | +1.7% |
| 6M | -14.7% | -17.9% | +3.3% | -12.3% |
| YTD | -35.7% | -21.2% | -14.5% | -33.6% |
| 1Y | -37.1% | -18.9% | -18.2% | -35.5% |
| 3Y | -20.0% | +52.6% | -72.6% | -28.2% |
| 5Y | -62.1% | +60.7% | -122.8% | -67.2% |
| 10Y | -37.4% | +278.1% | -315.5% | -57.6% |
| All | +249.0% | +2,083.6% | -1,834.6% | +40.3% |
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