+303.8%
SGI vs FDS
+127.0%
+176.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.0% | -2.5% |
| 7D | -10.7% | -2.6% | -8.1% | -9.5% |
| 30D | -3.6% | +14.1% | -17.6% | -9.5% |
| 3M | -5.4% | +19.8% | -25.2% | -14.0% |
| 6M | -7.0% | +55.0% | -62.0% | -28.5% |
| YTD | -31.6% | +15.9% | -47.5% | -39.5% |
| 1Y | -33.5% | +24.2% | -57.7% | -44.1% |
| 3Y | +66.5% | -24.0% | +90.5% | +85.4% |
| 5Y | +42.2% | -23.3% | +65.5% | +54.5% |
| All | +303.8% | +127.0% | +176.8% | +124.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling