+37.8%
SGI vs FBTC
+62.0%
-24.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.9% |
| 7D | +0.6% | +1.1% | -0.5% | +0.4% |
| 30D | +5.5% | +22.3% | -16.7% | +2.3% |
| 3M | -3.6% | +26.0% | -29.6% | -7.0% |
| 6M | -15.0% | +13.2% | -28.2% | -16.7% |
| YTD | -23.0% | -10.7% | -12.3% | -22.5% |
| 1Y | -18.4% | -30.0% | +11.5% | -15.1% |
| All | +37.8% | +62.0% | -24.3% | +23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC 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 FBTC 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