+89.7%
FITB vs SGI
+1,794.5%
-1,704.8%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.1% | +0.2% |
| 7D | +0.8% | -10.7% | +11.5% | +5.1% |
| 30D | +7.3% | -3.6% | +10.9% | +8.4% |
| 3M | -6.3% | -5.4% | -0.9% | -5.0% |
| 6M | +12.6% | -7.0% | +19.6% | +14.0% |
| YTD | +18.0% | -31.6% | +49.6% | +32.8% |
| 1Y | +28.9% | -33.5% | +62.4% | +46.6% |
| 3Y | +139.4% | +66.5% | +72.9% | +88.7% |
| 5Y | +47.2% | +42.2% | +5.0% | +17.5% |
| 10Y | +213.0% | +320.9% | -107.9% | +44.7% |
| All | +89.7% | +1,794.5% | -1,704.8% | -70.0% |
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 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