+1,872.3%
SGI vs FLR
+272.2%
+1,600.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +1.4% |
| 7D | +8.5% | +5.4% | +3.1% | +6.2% |
| 30D | +0.7% | +11.4% | -10.7% | -4.6% |
| 3M | +0.6% | +11.4% | -10.8% | -5.4% |
| 6M | -17.9% | +16.6% | -34.6% | -24.9% |
| YTD | -21.2% | +41.7% | -62.9% | -33.9% |
| 1Y | -18.9% | +35.4% | -54.3% | -31.6% |
| 3Y | +52.6% | +57.3% | -4.7% | +10.3% |
| 5Y | +60.7% | +241.0% | -180.3% | -22.3% |
| 10Y | +278.1% | +16.6% | +261.5% | +97.5% |
| All | +1,872.3% | +272.2% | +1,600.1% | +630.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling