+275.2%
SGI vs FDS
+72.8%
+202.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.4% | +1.5% | -0.2% |
| 7D | +0.6% | -8.8% | +9.4% | +5.2% |
| 30D | +5.5% | -1.4% | +6.9% | +6.0% |
| 3M | -3.6% | +13.9% | -17.5% | -11.6% |
| 6M | -15.0% | +27.4% | -42.4% | -29.0% |
| YTD | -23.0% | -2.5% | -20.6% | -25.6% |
| 1Y | -18.4% | -23.8% | +5.4% | -9.4% |
| 3Y | +57.8% | -32.5% | +90.2% | +84.3% |
| 5Y | +51.5% | -23.2% | +74.6% | +57.2% |
| 10Y | +275.2% | +76.4% | +198.8% | +129.8% |
| All | +275.2% | +72.8% | +202.3% | +129.8% |
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