+211.6%
FTI vs SGI
+67.2%
+144.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.8% | +2.0% |
| 7D | +4.3% | -5.3% | +9.6% | +5.0% |
| 30D | -4.7% | -2.1% | -2.6% | -4.9% |
| 3M | -13.5% | -8.2% | -5.3% | -12.9% |
| 6M | -8.7% | -4.6% | -4.2% | -9.5% |
| YTD | +49.0% | -31.5% | +80.5% | +58.0% |
| 1Y | +54.0% | -30.8% | +84.8% | +62.7% |
| 3Y | +211.6% | +67.2% | +144.4% | +178.2% |
| All | +211.6% | +67.2% | +144.4% | +178.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling