-21.7%
FN vs SGI
-26.9%
+5.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +3.3% | +8.6% | +11.4% |
| 7D | +16.3% | -0.2% | +16.5% | +16.2% |
| 30D | -24.7% | +6.6% | -31.3% | -26.0% |
| 3M | -34.9% | +1.8% | -36.8% | -35.4% |
| 6M | -41.1% | -3.9% | -37.2% | -41.1% |
| YTD | -19.6% | -25.2% | +5.6% | -16.1% |
| All | -21.7% | -26.9% | +5.2% | -13.8% |
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