+282.0%
FITB vs SGI
+266.5%
+15.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.1% | +3.6% | +1.6% |
| 7D | -1.0% | -4.9% | +3.9% | +0.9% |
| 30D | -5.5% | +1.6% | -7.1% | -6.3% |
| 3M | +4.1% | -3.2% | +7.3% | +4.6% |
| 6M | +18.7% | -16.0% | +34.8% | +25.0% |
| YTD | +18.2% | -25.4% | +43.6% | +29.7% |
| 1Y | +23.7% | -21.6% | +45.2% | +32.4% |
| 3Y | +130.8% | +52.9% | +77.9% | +86.2% |
| 5Y | +69.8% | +47.5% | +22.3% | +32.7% |
| All | +282.0% | +266.5% | +15.5% | +73.8% |
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