+71.1%
FITB vs SGI
+61.8%
+9.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.2% | -0.5% |
| 7D | +2.8% | +9.3% | -6.5% | -0.7% |
| 30D | -4.5% | +6.9% | -11.4% | -7.2% |
| 3M | +5.7% | +2.8% | +2.8% | +3.6% |
| 6M | +17.1% | -12.6% | +29.7% | +21.5% |
| YTD | +18.3% | -21.5% | +39.9% | +27.6% |
| 1Y | +23.9% | -18.8% | +42.6% | +31.0% |
| 3Y | +131.1% | +60.8% | +70.3% | +81.0% |
| 5Y | +71.1% | +60.0% | +11.1% | +26.9% |
| All | +71.1% | +61.8% | +9.3% | +26.9% |
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