+1,872.3%
SGI vs FFIV
+3,166.2%
-1,293.9%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | +8.5% | -1.0% | +9.5% | +8.9% |
| 30D | +0.7% | -5.1% | +5.7% | +2.3% |
| 3M | +0.6% | -4.5% | +5.1% | +1.6% |
| 6M | -17.9% | +36.5% | -54.4% | -28.7% |
| YTD | -21.2% | +53.0% | -74.1% | -34.8% |
| 1Y | -18.9% | +24.2% | -43.1% | -27.7% |
| 3Y | +52.6% | +137.2% | -84.6% | +4.2% |
| 5Y | +60.7% | +91.8% | -31.1% | +19.0% |
| 10Y | +278.1% | +215.2% | +62.9% | +130.1% |
| All | +1,872.3% | +3,166.2% | -1,293.9% | +575.1% |
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