+61.5%
SGI vs FDS
-17.4%
+78.9%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.5% | +4.0% | +1.5% |
| 7D | +8.5% | -1.9% | +10.4% | +9.1% |
| 30D | +0.7% | +9.0% | -8.3% | -1.7% |
| 3M | +0.6% | +18.9% | -18.2% | -4.6% |
| 6M | -17.9% | +35.1% | -53.1% | -26.5% |
| YTD | -21.2% | +5.5% | -26.7% | -22.5% |
| 1Y | -18.9% | -16.8% | -2.0% | -11.2% |
| 3Y | +52.6% | -28.1% | +80.7% | +76.1% |
| All | +61.5% | -17.4% | +78.9% | +89.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling