+37,497.0%
FIX vs SGI
+2,083.6%
+35,413.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.8% |
| 7D | +6.0% | +8.5% | -2.5% | +3.8% |
| 30D | -7.2% | +0.7% | -7.9% | -7.6% |
| 3M | -15.9% | +0.6% | -16.5% | -16.3% |
| 6M | +12.7% | -17.9% | +30.7% | +17.8% |
| YTD | +72.8% | -21.2% | +94.0% | +81.8% |
| 1Y | +122.9% | -18.9% | +141.8% | +132.2% |
| 3Y | +774.3% | +52.6% | +721.7% | +677.9% |
| 5Y | +2,049.5% | +60.7% | +1,988.8% | +1,740.3% |
| 10Y | +5,821.5% | +278.1% | +5,543.3% | +3,681.2% |
| All | +37,497.0% | +2,083.6% | +35,413.4% | +13,025.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling