+91.5%
FITB vs SGI
+2,083.6%
-1,992.1%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.4% |
| 7D | +0.6% | +8.5% | -7.9% | -2.5% |
| 30D | -4.7% | +0.7% | -5.4% | -5.3% |
| 3M | +6.7% | +0.6% | +6.1% | +5.6% |
| 6M | +12.6% | -17.9% | +30.5% | +19.4% |
| YTD | +19.1% | -21.2% | +40.3% | +27.8% |
| 1Y | +22.6% | -18.9% | +41.5% | +29.4% |
| 3Y | +127.1% | +52.6% | +74.5% | +84.9% |
| 5Y | +71.8% | +60.7% | +11.1% | +31.4% |
| 10Y | +287.2% | +278.1% | +9.1% | +83.7% |
| All | +91.5% | +2,083.6% | -1,992.1% | -71.1% |
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