+1,956.2%
FTI vs SGI
+2,073.9%
-117.7%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.0% |
| 7D | -0.2% | +9.3% | -9.5% | -2.7% |
| 30D | +12.3% | +6.9% | +5.5% | +10.1% |
| 3M | +13.8% | +2.8% | +10.9% | +11.9% |
| 6M | +24.3% | -12.6% | +36.9% | +26.6% |
| YTD | +75.8% | -21.5% | +97.3% | +83.8% |
| 1Y | +99.6% | -18.8% | +118.4% | +105.6% |
| 3Y | +278.4% | +60.8% | +217.6% | +214.4% |
| 5Y | +1,168.7% | +60.0% | +1,108.7% | +915.2% |
| 10Y | +297.5% | +267.8% | +29.7% | +125.8% |
| All | +1,956.2% | +2,073.9% | -117.7% | +491.1% |
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 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