+6.5%
FIX vs SGI
-23.3%
+29.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -5.5% | +10.9% | +6.6% |
| 7D | -17.5% | +1.0% | -18.4% | -18.2% |
| 30D | -41.6% | +3.9% | -45.5% | -42.9% |
| 3M | -40.6% | -0.8% | -39.8% | -41.2% |
| 6M | -49.4% | -18.0% | -31.4% | -45.2% |
| YTD | +9.2% | -27.6% | +36.8% | +21.3% |
| 1Y | +6.5% | -27.2% | +33.7% | +18.6% |
| All | +6.5% | -23.3% | +29.7% | +18.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling