+527.0%
SGI vs FND
+66.0%
+461.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | -0.4% |
| 7D | +8.5% | -5.2% | +13.8% | +11.3% |
| 30D | +0.7% | -19.9% | +20.6% | +12.2% |
| 3M | +0.6% | +2.7% | -2.1% | -1.9% |
| 6M | -17.9% | -21.7% | +3.7% | -8.7% |
| YTD | -21.2% | -17.5% | -3.7% | -15.2% |
| 1Y | -18.9% | -39.3% | +20.4% | +0.5% |
| 3Y | +52.6% | -49.8% | +102.4% | +95.9% |
| 5Y | +60.7% | -60.1% | +120.8% | +119.6% |
| All | +527.0% | +66.0% | +461.0% | +380.8% |
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