+1,872.3%
SGI vs FDS
+1,504.0%
+368.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.5% | +4.0% | +2.5% |
| 7D | +8.5% | -1.9% | +10.4% | +9.6% |
| 30D | +0.7% | +9.0% | -8.3% | -4.3% |
| 3M | +0.6% | +18.9% | -18.2% | -10.9% |
| 6M | -17.9% | +35.1% | -53.1% | -34.7% |
| YTD | -21.2% | +5.5% | -26.7% | -28.5% |
| 1Y | -18.9% | -16.8% | -2.0% | -16.7% |
| 3Y | +52.6% | -28.1% | +80.7% | +67.6% |
| 5Y | +60.7% | -17.4% | +78.1% | +59.2% |
| 10Y | +278.1% | +85.4% | +192.7% | +125.1% |
| All | +1,872.3% | +1,504.0% | +368.3% | +466.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling