+54.6%
FTI vs SGI
-10.7%
+65.3%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +6.8% | -10.2% | -3.1% |
| 7D | -9.7% | +12.1% | -21.7% | -9.3% |
| 30D | -8.2% | +12.1% | -20.3% | -7.9% |
| 3M | -7.8% | +0.4% | -8.3% | -7.4% |
| 6M | -13.4% | -4.0% | -9.4% | -12.4% |
| YTD | +45.1% | -21.2% | +66.3% | +48.8% |
| 1Y | +54.6% | -12.1% | +66.7% | +58.8% |
| All | +54.6% | -10.7% | +65.3% | +58.8% |
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