-52.0%
FIX vs SGI
-11.4%
-40.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -2.8% | -8.8% | -11.7% |
| 7D | -27.2% | +5.3% | -32.6% | -27.0% |
| 30D | -46.9% | +8.2% | -55.1% | -46.9% |
| 3M | -44.4% | -2.2% | -42.2% | -43.1% |
| All | -52.0% | -11.4% | -40.6% | -49.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling