-17.9%
FN vs SGI
-32.6%
+14.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.5% | +6.3% | +5.9% |
| 7D | +8.0% | -10.5% | +18.5% | +9.6% |
| 30D | -19.1% | +0.1% | -19.3% | -19.7% |
| 3M | -29.8% | -4.0% | -25.9% | -29.7% |
| 6M | -43.2% | -5.6% | -37.6% | -43.7% |
| YTD | -18.9% | -29.5% | +10.6% | -14.7% |
| 1Y | -17.9% | -31.5% | +13.6% | -10.3% |
| All | -17.9% | -32.6% | +14.7% | -10.3% |
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 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