+1,157.0%
FTI vs SGI
+56.1%
+1,100.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | 0.0% |
| 7D | -2.3% | +0.6% | -2.9% | -2.5% |
| 30D | +5.0% | +5.5% | -0.5% | +3.6% |
| 3M | +13.8% | -3.6% | +17.4% | +14.1% |
| 6M | +22.9% | -15.0% | +37.9% | +26.0% |
| YTD | +75.0% | -23.0% | +98.0% | +83.4% |
| 1Y | +96.9% | -18.4% | +115.3% | +102.2% |
| 3Y | +276.7% | +57.8% | +219.0% | +217.5% |
| 5Y | +1,157.0% | +51.5% | +1,105.6% | +948.1% |
| All | +1,157.0% | +56.1% | +1,100.9% | +948.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling