-18.4%
SGI vs FFIV
+26.5%
-44.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.9% | -5.8% | -2.4% |
| 7D | +0.6% | +3.5% | -2.9% | +0.2% |
| 30D | +5.5% | -1.3% | +6.8% | +5.7% |
| 3M | -3.6% | +2.4% | -6.0% | -4.3% |
| 6M | -15.0% | +41.8% | -56.8% | -22.3% |
| YTD | -23.0% | +58.5% | -81.5% | -31.6% |
| 1Y | -18.4% | +24.3% | -42.8% | -24.6% |
| All | -18.4% | +26.5% | -44.9% | -24.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling