+60.8%
SGI vs FND
-49.6%
+110.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.6% | +4.2% | +1.5% |
| 7D | +9.3% | +0.4% | +8.9% | +9.1% |
| 30D | +6.9% | -23.6% | +30.4% | +19.6% |
| 3M | +2.8% | +4.3% | -1.5% | +0.1% |
| 6M | -12.6% | -20.3% | +7.7% | -5.3% |
| YTD | -21.5% | -21.3% | -0.2% | -15.0% |
| 1Y | -18.8% | -45.4% | +26.6% | +1.5% |
| 3Y | +60.8% | -48.9% | +109.7% | +91.9% |
| All | +60.8% | -49.6% | +110.4% | +91.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling