+41.4%
SGI vs FIVE
+16.7%
+24.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -5.3% | +2.7% | -8.0% | -6.2% |
| 30D | -2.1% | +12.7% | -14.7% | -6.0% |
| 3M | -8.2% | +2.1% | -10.2% | -9.2% |
| 6M | -4.6% | +17.5% | -22.0% | -11.3% |
| YTD | -31.5% | +31.0% | -62.4% | -39.0% |
| 1Y | -30.8% | +67.7% | -98.6% | -43.8% |
| 3Y | +67.2% | +43.4% | +23.8% | +36.3% |
| All | +41.4% | +16.7% | +24.6% | +13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling