+943.6%
SGI vs FIVE
+826.1%
+117.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.3% | +1.5% | -1.3% |
| 7D | +5.3% | -1.7% | +7.0% | +6.0% |
| 30D | +8.2% | +14.9% | -6.8% | +2.9% |
| 3M | -2.2% | +7.6% | -9.8% | -5.3% |
| 6M | -8.4% | +6.4% | -14.8% | -11.8% |
| YTD | -23.4% | +28.1% | -51.5% | -31.4% |
| 1Y | -14.0% | +54.7% | -68.7% | -28.3% |
| 3Y | +78.8% | +36.1% | +42.7% | +42.1% |
| 5Y | +58.6% | +14.9% | +43.7% | +31.0% |
| 10Y | +427.8% | +578.8% | -151.0% | +163.6% |
| All | +943.6% | +826.1% | +117.5% | +394.5% |
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