+90.7%
FITB vs SGI
+1,862.0%
-1,771.3%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.3% | +5.0% | +1.7% |
| 7D | +0.5% | -3.9% | +4.4% | +1.8% |
| 30D | +7.0% | +0.9% | +6.1% | +6.2% |
| 3M | -4.4% | -2.9% | -1.5% | -4.0% |
| 6M | +11.6% | -9.0% | +20.5% | +13.9% |
| YTD | +18.6% | -29.2% | +47.8% | +31.8% |
| 1Y | +29.8% | -32.3% | +62.1% | +46.6% |
| 3Y | +140.7% | +72.4% | +68.3% | +87.3% |
| 5Y | +48.6% | +50.6% | -2.0% | +16.1% |
| 10Y | +224.4% | +335.2% | -110.8% | +48.0% |
| All | +90.7% | +1,862.0% | -1,771.3% | -70.2% |
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