+262.8%
SGI vs FLR
+19.7%
+243.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.6% |
| 7D | -4.5% | -3.5% | -1.0% | -3.3% |
| 30D | +4.2% | +4.2% | 0.0% | +2.6% |
| 3M | -7.4% | +8.1% | -15.5% | -11.0% |
| 6M | -15.1% | +21.5% | -36.6% | -21.9% |
| YTD | -24.7% | +36.8% | -61.5% | -33.9% |
| 1Y | -21.8% | +31.2% | -53.0% | -31.1% |
| 3Y | +50.0% | +53.9% | -3.8% | +16.2% |
| 5Y | +48.9% | +243.0% | -194.1% | -17.5% |
| All | +262.8% | +19.7% | +243.0% | +50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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