+460.8%
SGI vs FND
+68.8%
+392.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.3% | -0.1% |
| 7D | -10.5% | -4.4% | -6.1% | -8.4% |
| 30D | +0.1% | +14.5% | -14.4% | -6.5% |
| 3M | -4.0% | -15.6% | +11.6% | +4.2% |
| 6M | -5.6% | +4.7% | -10.3% | -9.1% |
| YTD | -29.5% | -16.1% | -13.4% | -24.9% |
| 1Y | -31.5% | -16.0% | -15.5% | -27.4% |
| 3Y | +71.6% | -35.5% | +107.1% | +93.5% |
| 5Y | +50.5% | -60.5% | +111.0% | +107.5% |
| All | +460.8% | +68.8% | +392.0% | +325.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling