+304.8%
SGI vs FTV
+109.2%
+195.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | -5.3% | +3.9% | -9.2% | -8.3% |
| 30D | -2.1% | +18.7% | -20.7% | -15.0% |
| 3M | -8.2% | +10.0% | -18.2% | -15.5% |
| 6M | -4.6% | +14.6% | -19.1% | -15.3% |
| YTD | -31.5% | +23.4% | -54.9% | -43.5% |
| 1Y | -30.8% | +31.3% | -62.1% | -46.0% |
| 3Y | +67.2% | +39.8% | +27.4% | +19.9% |
| 5Y | +42.5% | +17.7% | +24.8% | +17.8% |
| All | +304.8% | +109.2% | +195.5% | +95.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 10y: compounded portfolio wealth divided by compounded FTV 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…
10y analysis · Full analysis span regression · 6 months rolling