+445.3%
SGI vs FND
+57.9%
+387.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +1.4% |
| 7D | -5.3% | -6.8% | +1.5% | -1.8% |
| 30D | -2.1% | +8.0% | -10.0% | -5.8% |
| 3M | -8.2% | -18.9% | +10.8% | +1.7% |
| 6M | -4.6% | +4.7% | -9.2% | -8.1% |
| YTD | -31.5% | -21.6% | -9.9% | -24.5% |
| 1Y | -30.8% | -22.0% | -8.8% | -23.9% |
| 3Y | +67.2% | -40.4% | +107.7% | +96.3% |
| 5Y | +42.5% | -63.8% | +106.3% | +105.1% |
| All | +445.3% | +57.9% | +387.4% | +328.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling