+14.5%
FIX vs SGI
-26.9%
+41.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +3.3% | +6.1% | +8.7% |
| 7D | -7.2% | -0.2% | -7.0% | -7.4% |
| 30D | -35.1% | +6.6% | -41.7% | -36.8% |
| 3M | -34.3% | +1.8% | -36.1% | -35.2% |
| 6M | -42.9% | -3.9% | -39.0% | -42.5% |
| YTD | +19.5% | -25.2% | +44.7% | +32.0% |
| All | +14.5% | -26.9% | +41.4% | +30.6% |
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