+974.4%
SGI vs FIVE
+868.1%
+106.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.1% | -4.6% | -1.3% |
| 7D | +8.5% | +4.3% | +4.3% | +6.9% |
| 30D | +0.7% | +12.5% | -11.8% | -3.9% |
| 3M | +0.6% | +31.2% | -30.6% | -9.5% |
| 6M | -17.9% | +14.4% | -32.3% | -23.1% |
| YTD | -21.2% | +33.9% | -55.1% | -30.4% |
| 1Y | -18.9% | +65.1% | -83.9% | -34.2% |
| 3Y | +52.6% | +49.0% | +3.7% | +17.2% |
| 5Y | +60.7% | +30.3% | +30.4% | +26.7% |
| 10Y | +278.1% | +481.1% | -203.0% | +92.6% |
| All | +974.4% | +868.1% | +106.3% | +401.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling