+66.8%
SGI vs FIVE
+40.2%
+26.6%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.4% | -1.6% | -2.7% |
| 7D | -10.7% | +2.4% | -13.1% | -11.1% |
| 30D | -3.6% | +15.8% | -19.4% | -6.4% |
| 3M | -5.4% | +3.8% | -9.2% | -6.3% |
| 6M | -7.0% | +18.5% | -25.6% | -11.0% |
| YTD | -31.6% | +31.2% | -62.8% | -35.8% |
| 1Y | -33.5% | +61.8% | -95.3% | -40.2% |
| All | +66.8% | +40.2% | +26.6% | +28.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling