+51.5%
SGI vs FTV
+1.8%
+49.6%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.0% |
| 7D | +0.6% | -1.3% | +1.9% | +1.6% |
| 30D | +5.5% | -9.5% | +15.0% | +13.8% |
| 3M | -3.6% | -10.9% | +7.3% | +5.0% |
| 6M | -15.0% | -0.6% | -14.4% | -15.1% |
| YTD | -23.0% | +1.4% | -24.4% | -25.0% |
| 1Y | -18.4% | +17.6% | -36.1% | -29.9% |
| 3Y | +57.8% | -3.3% | +61.0% | +55.3% |
| 5Y | +51.5% | -0.1% | +51.6% | +32.0% |
| All | +51.5% | +1.8% | +49.6% | +32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling