+420.4%
FIX vs SGI
+78.8%
+341.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -2.8% | -8.8% | -10.4% |
| 7D | -27.2% | +5.3% | -32.6% | -29.2% |
| 30D | -46.9% | +8.2% | -55.1% | -49.3% |
| 3M | -44.4% | -2.2% | -42.2% | -44.7% |
| 6M | -50.9% | -8.4% | -42.5% | -50.0% |
| YTD | +3.5% | -23.4% | +27.0% | +14.6% |
| 1Y | -2.1% | -14.0% | +11.9% | +1.0% |
| All | +420.4% | +78.8% | +341.5% | +252.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling