-16.8%
SGI vs FDS
-21.1%
+4.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.3% | +3.8% | -0.4% |
| 7D | +9.3% | -5.4% | +14.7% | +9.3% |
| 30D | +6.9% | +1.6% | +5.3% | +6.9% |
| 3M | +2.8% | +17.7% | -14.9% | +3.5% |
| 6M | -12.6% | +29.1% | -41.7% | -12.0% |
| YTD | -21.5% | +1.0% | -22.5% | -22.2% |
| All | -16.8% | -21.1% | +4.3% | -19.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling