+60.8%
SGI vs FTV
-3.2%
+64.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.3% | 0.0% |
| 7D | +9.3% | -0.4% | +9.7% | +9.5% |
| 30D | +6.9% | -8.3% | +15.2% | +12.9% |
| 3M | +2.8% | -7.4% | +10.2% | +7.9% |
| 6M | -12.6% | -1.2% | -11.4% | -12.3% |
| YTD | -21.5% | +2.7% | -24.2% | -23.5% |
| 1Y | -18.8% | +18.4% | -37.2% | -28.2% |
| 3Y | +60.8% | -2.0% | +62.9% | +58.8% |
| All | +60.8% | -3.2% | +64.1% | +58.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling