-25.7%
FN vs SGI
-10.7%
-14.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +6.8% | -12.8% | -6.5% |
| 7D | -7.0% | +12.1% | -19.0% | -8.2% |
| 30D | -24.7% | +12.1% | -36.8% | -25.9% |
| 3M | -35.7% | +0.4% | -36.1% | -35.4% |
| 6M | -52.4% | -4.0% | -48.4% | -51.5% |
| YTD | -25.0% | -21.2% | -3.7% | -22.9% |
| 1Y | -25.7% | -12.1% | -13.6% | -23.0% |
| All | -25.7% | -10.7% | -14.9% | -23.0% |
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 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