+1,052.1%
FIX vs SGI
+45.7%
+1,006.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.0% | +0.2% | -1.6% |
| 7D | +17.0% | -10.7% | +27.7% | +22.0% |
| 30D | -30.6% | -3.6% | -27.0% | -30.6% |
| 3M | -35.0% | -5.4% | -29.6% | -34.9% |
| 6M | -44.0% | -7.0% | -36.9% | -43.8% |
| YTD | +21.1% | -31.6% | +52.8% | +37.3% |
| 1Y | +16.3% | -33.5% | +49.8% | +33.5% |
| 3Y | +507.4% | +66.5% | +440.9% | +372.2% |
| 5Y | +1,052.1% | +42.2% | +1,009.9% | +837.1% |
| All | +1,052.1% | +45.7% | +1,006.4% | +837.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling