-31.5%
SGI vs FFIV
+33.1%
-64.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.3% | -0.5% |
| 7D | -10.5% | -2.9% | -7.5% | -10.3% |
| 30D | +0.1% | -32.4% | +32.6% | +3.4% |
| 3M | -4.0% | -22.7% | +18.7% | -2.4% |
| 6M | -5.6% | -10.7% | +5.1% | -7.5% |
| YTD | -29.5% | +25.4% | -54.9% | -39.1% |
| All | -31.5% | +33.1% | -64.5% | -42.4% |
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