+693.0%
FN vs SGI
+319.5%
+373.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.2% | -7.5% | -7.4% |
| 7D | +0.3% | -5.3% | +5.6% | +2.1% |
| 30D | -16.5% | -2.1% | -14.5% | -16.7% |
| 3M | -42.1% | -8.2% | -33.9% | -41.2% |
| 6M | -52.9% | -4.6% | -48.3% | -53.2% |
| YTD | -28.0% | -31.5% | +3.5% | -21.1% |
| 1Y | -18.5% | -30.8% | +12.3% | -10.9% |
| 3Y | +93.9% | +67.2% | +26.7% | +60.4% |
| 5Y | +170.5% | +42.5% | +128.0% | +125.1% |
| All | +693.0% | +319.5% | +373.5% | +359.3% |
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