+72.0%
SGI vs FND
-35.3%
+107.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.3% | -0.1% |
| 7D | -10.5% | -4.4% | -6.1% | -8.6% |
| 30D | +0.1% | +14.5% | -14.4% | -5.7% |
| 3M | -4.0% | -15.6% | +11.6% | +3.0% |
| 6M | -5.6% | +4.7% | -10.3% | -8.5% |
| YTD | -29.5% | -16.1% | -13.4% | -25.8% |
| 1Y | -31.5% | -16.0% | -15.5% | -28.2% |
| All | +72.0% | -35.3% | +107.3% | +70.7% |
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