+303.8%
SGI vs FTV
+109.0%
+194.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -2.9% |
| 7D | -10.7% | +3.7% | -14.4% | -13.4% |
| 30D | -3.6% | +16.8% | -20.4% | -15.2% |
| 3M | -5.4% | +10.4% | -15.8% | -13.2% |
| 6M | -7.0% | +12.8% | -19.9% | -16.4% |
| YTD | -31.6% | +23.3% | -54.9% | -43.6% |
| 1Y | -33.5% | +31.0% | -64.5% | -48.0% |
| 3Y | +66.5% | +38.6% | +27.9% | +20.3% |
| 5Y | +42.2% | +17.6% | +24.6% | +17.7% |
| All | +303.8% | +109.0% | +194.8% | +95.4% |
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