+267.8%
SGI vs FIVE
+475.1%
-207.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.2% | -0.7% |
| 7D | +9.3% | +3.7% | +5.6% | +7.6% |
| 30D | +6.9% | +4.0% | +2.9% | +4.8% |
| 3M | +2.8% | +36.2% | -33.4% | -10.4% |
| 6M | -12.6% | +18.0% | -30.6% | -20.1% |
| YTD | -21.5% | +34.9% | -56.4% | -32.4% |
| 1Y | -18.8% | +67.9% | -86.7% | -36.9% |
| 3Y | +60.8% | +57.3% | +3.5% | +15.1% |
| 5Y | +60.0% | +39.5% | +20.5% | +17.0% |
| 10Y | +267.8% | +496.4% | -228.6% | +66.2% |
| All | +267.8% | +475.1% | -207.2% | +66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling