+295.8%
FTI vs SGI
+270.1%
+25.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.7% |
| 7D | -4.4% | -4.5% | +0.1% | -3.0% |
| 30D | +1.5% | +4.2% | -2.7% | 0.0% |
| 3M | +8.2% | -7.4% | +15.6% | +10.0% |
| 6M | +18.8% | -15.1% | +33.9% | +22.6% |
| YTD | +71.7% | -24.7% | +96.4% | +83.5% |
| 1Y | +90.0% | -21.8% | +111.8% | +99.2% |
| 3Y | +270.5% | +50.0% | +220.4% | +200.2% |
| 5Y | +1,084.5% | +48.9% | +1,035.6% | +817.8% |
| All | +295.8% | +270.1% | +25.7% | +72.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling