+1,711.4%
SGI vs FFIV
+2,500.1%
-788.7%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.3% | -5.2% | -5.3% |
| 7D | +1.0% | -8.1% | +9.1% | +4.1% |
| 30D | +3.9% | -33.4% | +37.3% | +19.6% |
| 3M | -0.8% | -24.7% | +23.9% | +8.0% |
| 6M | -18.0% | -8.8% | -9.1% | -17.8% |
| YTD | -27.6% | +21.8% | -49.4% | -35.9% |
| 1Y | -27.2% | +25.3% | -52.5% | -36.4% |
| 3Y | +76.0% | +101.2% | -25.2% | +25.4% |
| 5Y | +50.0% | +40.2% | +9.7% | +23.0% |
| 10Y | +399.1% | +129.0% | +270.1% | +235.7% |
| All | +1,711.4% | +2,500.1% | -788.7% | +563.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling