+906.2%
FN vs SGI
+277.9%
+628.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.5% | +2.6% | +3.0% |
| 7D | -1.7% | +8.5% | -10.2% | -4.2% |
| 30D | -22.0% | +0.7% | -22.7% | -22.5% |
| 3M | -43.0% | +0.6% | -43.6% | -43.6% |
| 6M | -27.7% | -17.9% | -9.8% | -24.0% |
| YTD | -10.5% | -21.2% | +10.7% | -5.4% |
| 1Y | +12.5% | -18.9% | +31.3% | +17.4% |
| 3Y | +153.8% | +52.6% | +101.2% | +118.1% |
| 5Y | +288.0% | +60.7% | +227.3% | +216.1% |
| All | +906.2% | +277.9% | +628.3% | +499.6% |
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