+1,815.8%
SGI vs FFIV
+2,507.6%
-691.8%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.5% | +2.7% | -0.7% |
| 7D | +5.3% | -14.2% | +19.6% | +11.4% |
| 30D | +8.2% | -33.6% | +41.8% | +24.7% |
| 3M | -2.2% | -24.2% | +22.0% | +6.2% |
| 6M | -8.4% | -8.3% | -0.1% | -8.4% |
| YTD | -23.4% | +22.1% | -45.6% | -32.3% |
| 1Y | -14.0% | +26.5% | -40.4% | -25.1% |
| 3Y | +78.8% | +102.3% | -23.5% | +27.1% |
| 5Y | +58.6% | +40.6% | +18.0% | +29.9% |
| 10Y | +427.8% | +129.7% | +298.2% | +254.6% |
| All | +1,815.8% | +2,507.6% | -691.8% | +601.0% |
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