+270.7%
SGI vs FTV
+84.4%
+186.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -0.9% |
| 7D | +0.6% | -1.3% | +1.9% | +1.7% |
| 30D | +5.5% | -9.5% | +15.0% | +14.4% |
| 3M | -3.6% | -10.9% | +7.3% | +5.5% |
| 6M | -15.0% | -0.6% | -14.4% | -15.2% |
| YTD | -23.0% | +1.4% | -24.4% | -25.2% |
| 1Y | -18.4% | +17.6% | -36.1% | -30.3% |
| 3Y | +57.8% | -3.3% | +61.0% | +54.9% |
| 5Y | +51.5% | -0.1% | +51.6% | +43.5% |
| All | +270.7% | +84.4% | +186.3% | +123.3% |
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