+59.2%
SGI vs FFIV
+140.3%
-81.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | +8.5% | -1.0% | +9.5% | +8.9% |
| 30D | +0.7% | -5.1% | +5.7% | +2.1% |
| 3M | +0.6% | -4.5% | +5.1% | +1.5% |
| 6M | -17.9% | +36.5% | -54.4% | -29.2% |
| YTD | -21.2% | +53.0% | -74.1% | -35.7% |
| 1Y | -18.9% | +24.2% | -43.1% | -27.8% |
| All | +59.2% | +140.3% | -81.1% | -4.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling