+267.8%
SGI vs FFIV
+224.0%
+43.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | +9.3% | -1.5% | +10.8% | +10.2% |
| 30D | +6.9% | -2.7% | +9.5% | +7.8% |
| 3M | +2.8% | -1.7% | +4.5% | +2.4% |
| 6M | -12.6% | +36.1% | -48.7% | -29.5% |
| YTD | -21.5% | +52.6% | -74.2% | -41.5% |
| 1Y | -18.8% | +21.5% | -40.3% | -31.2% |
| 3Y | +60.8% | +142.7% | -81.8% | -15.6% |
| 5Y | +60.0% | +92.6% | -32.6% | -4.3% |
| 10Y | +267.8% | +225.5% | +42.3% | +35.3% |
| All | +267.8% | +224.0% | +43.8% | +35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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