+2,625.3%
FN vs SGI
+795.0%
+1,830.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -2.8% | -11.5% | -13.5% |
| 7D | -16.0% | +5.3% | -21.3% | -17.3% |
| 30D | -40.1% | +8.2% | -48.3% | -41.7% |
| 3M | -43.9% | -2.2% | -41.7% | -44.1% |
| 6M | -55.6% | -8.4% | -47.2% | -55.3% |
| YTD | -35.7% | -23.4% | -12.2% | -32.4% |
| 1Y | -39.8% | -14.0% | -25.9% | -38.9% |
| 3Y | +80.3% | +78.8% | +1.5% | +51.4% |
| 5Y | +143.3% | +58.6% | +84.7% | +104.0% |
| 10Y | +682.3% | +427.8% | +254.4% | +354.1% |
| All | +2,625.3% | +795.0% | +1,830.3% | +1,112.6% |
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 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