+3,689.8%
FN vs SGI
+821.3%
+2,868.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.5% | +2.6% | +3.0% |
| 7D | -1.7% | +8.5% | -10.2% | -3.9% |
| 30D | -22.0% | +0.7% | -22.7% | -22.4% |
| 3M | -43.0% | +0.6% | -43.6% | -43.5% |
| 6M | -27.7% | -17.9% | -9.8% | -24.5% |
| YTD | -10.5% | -21.2% | +10.7% | -6.0% |
| 1Y | +12.5% | -18.9% | +31.3% | +16.8% |
| 3Y | +153.8% | +52.6% | +101.2% | +122.7% |
| 5Y | +288.0% | +60.7% | +227.3% | +225.9% |
| 10Y | +906.4% | +278.1% | +628.3% | +522.7% |
| All | +3,689.8% | +821.3% | +2,868.4% | +1,584.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling