+1,615.1%
SGI vs FLR
+224.6%
+1,390.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.7% |
| 7D | -5.3% | +5.4% | -10.7% | -7.4% |
| 30D | -2.1% | +2.8% | -4.9% | -3.8% |
| 3M | -8.2% | -6.4% | -1.8% | -6.7% |
| 6M | -4.6% | +8.8% | -13.3% | -10.3% |
| YTD | -31.5% | +23.6% | -55.0% | -39.8% |
| 1Y | -30.8% | +13.8% | -44.6% | -37.3% |
| 3Y | +67.2% | +36.5% | +30.7% | +27.3% |
| 5Y | +42.5% | +119.3% | -76.8% | -16.1% |
| 10Y | +321.9% | +8.0% | +313.9% | +127.2% |
| All | +1,615.1% | +224.6% | +1,390.5% | +565.4% |
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