+1,643.1%
FTI vs SGI
+1,798.9%
-155.8%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.8% | +2.0% |
| 7D | +4.3% | -5.3% | +9.6% | +5.8% |
| 30D | -4.7% | -2.1% | -2.6% | -4.8% |
| 3M | -13.5% | -8.2% | -5.3% | -12.4% |
| 6M | -8.7% | -4.6% | -4.2% | -9.3% |
| YTD | +49.0% | -31.5% | +80.5% | +60.3% |
| 1Y | +54.0% | -30.8% | +84.8% | +65.1% |
| 3Y | +211.6% | +67.2% | +144.4% | +155.1% |
| 5Y | +881.9% | +42.5% | +839.4% | +705.7% |
| 10Y | +188.1% | +321.9% | -133.8% | +59.6% |
| All | +1,643.1% | +1,798.9% | -155.8% | +415.5% |
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