+138.6%
FIS vs SGI
+1,862.0%
-1,723.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.3% | +5.2% | +0.9% |
| 7D | -27.4% | -3.9% | -23.5% | -27.2% |
| 30D | -16.8% | +0.9% | -17.8% | -17.4% |
| 3M | -32.6% | -2.9% | -29.7% | -32.6% |
| 6M | -33.4% | -9.0% | -24.4% | -32.9% |
| YTD | -56.0% | -29.2% | -26.9% | -53.9% |
| 1Y | -55.1% | -32.3% | -22.8% | -52.5% |
| 3Y | -41.4% | +72.4% | -113.8% | -48.8% |
| 5Y | -72.7% | +50.6% | -123.3% | -76.2% |
| 10Y | -55.5% | +335.2% | -390.7% | -70.4% |
| All | +138.6% | +1,862.0% | -1,723.4% | -2.7% |
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