+743.6%
FN vs SGI
+390.8%
+352.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -5.5% | +17.1% | +13.3% |
| 7D | 0.0% | +1.0% | -1.0% | -0.9% |
| 30D | -34.3% | +3.9% | -38.2% | -35.7% |
| 3M | -39.9% | -0.8% | -39.0% | -40.5% |
| 6M | -51.8% | -18.0% | -33.9% | -49.8% |
| YTD | -28.1% | -27.6% | -0.5% | -22.7% |
| 1Y | -29.1% | -27.2% | -1.8% | -23.7% |
| 3Y | +102.4% | +76.0% | +26.5% | +64.9% |
| 5Y | +171.7% | +50.0% | +121.7% | +122.5% |
| All | +743.6% | +390.8% | +352.8% | +398.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling