+51.5%
SGI vs FND
-61.3%
+112.7%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.6% |
| 7D | +0.6% | -0.8% | +1.4% | +0.9% |
| 30D | +5.5% | -19.6% | +25.1% | +17.5% |
| 3M | -3.6% | -4.3% | +0.7% | -2.6% |
| 6M | -15.0% | -20.4% | +5.4% | -6.2% |
| YTD | -23.0% | -21.9% | -1.2% | -15.0% |
| 1Y | -18.4% | -45.2% | +26.8% | +6.8% |
| 3Y | +57.8% | -49.2% | +107.0% | +99.4% |
| 5Y | +51.5% | -61.8% | +113.3% | +97.5% |
| All | +51.5% | -61.3% | +112.7% | +97.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling