+493.3%
SGI vs FND
+54.9%
+438.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.5% | -1.6% | -2.4% |
| 7D | -4.9% | -5.1% | +0.2% | -2.4% |
| 30D | +1.6% | -22.5% | +24.1% | +15.2% |
| 3M | -3.2% | -5.0% | +1.8% | -1.8% |
| 6M | -16.0% | -21.5% | +5.5% | -6.7% |
| YTD | -25.4% | -23.0% | -2.4% | -16.9% |
| 1Y | -21.6% | -44.9% | +23.3% | +2.1% |
| 3Y | +52.9% | -50.0% | +102.8% | +96.1% |
| 5Y | +47.5% | -63.3% | +110.8% | +110.3% |
| All | +493.3% | +54.9% | +438.3% | +370.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded FND 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling