+51.5%
SGI vs FLR
+245.1%
-193.6%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.2% | +1.2% | -1.1% |
| 7D | +0.6% | -3.1% | +3.7% | +1.4% |
| 30D | +5.5% | +4.9% | +0.6% | +4.1% |
| 3M | -3.6% | +10.8% | -14.4% | -7.1% |
| 6M | -15.0% | +19.7% | -34.7% | -20.1% |
| YTD | -23.0% | +38.4% | -61.4% | -30.6% |
| 1Y | -18.4% | +34.7% | -53.1% | -26.7% |
| 3Y | +57.8% | +56.7% | +1.1% | +24.5% |
| 5Y | +51.5% | +241.6% | -190.2% | -0.3% |
| All | +51.5% | +245.1% | -193.6% | -0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling