+1,711.4%
SGI vs FDS
+1,641.7%
+69.7%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.7% | -1.8% | -3.4% |
| 7D | +1.0% | -0.5% | +1.5% | +1.4% |
| 30D | +3.9% | +20.2% | -16.3% | -6.2% |
| 3M | -0.8% | +19.9% | -20.7% | -11.2% |
| 6M | -18.0% | +56.2% | -74.1% | -39.4% |
| YTD | -27.6% | +14.6% | -42.2% | -37.7% |
| 1Y | -27.2% | +31.6% | -58.8% | -42.9% |
| 3Y | +76.0% | -23.8% | +99.8% | +86.6% |
| 5Y | +50.0% | -22.6% | +72.5% | +55.3% |
| 10Y | +399.1% | +139.3% | +259.7% | +154.1% |
| All | +1,711.4% | +1,641.7% | +69.7% | +393.9% |
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