+393.3%
SGI vs FTV
+126.9%
+266.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.9% | -6.2% | -6.0% |
| 7D | -3.9% | +1.4% | -5.3% | -5.0% |
| 30D | +0.9% | +18.3% | -17.3% | -11.9% |
| 3M | -2.9% | +9.8% | -12.7% | -10.3% |
| 6M | -9.0% | +12.3% | -21.3% | -17.7% |
| YTD | -29.2% | +23.1% | -52.3% | -41.2% |
| 1Y | -32.3% | +32.5% | -64.8% | -47.2% |
| 3Y | +72.4% | +38.3% | +34.1% | +25.8% |
| 5Y | +50.6% | +16.8% | +33.8% | +26.0% |
| 10Y | +335.2% | +106.6% | +228.7% | +142.9% |
| All | +393.3% | +126.9% | +266.4% | +179.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling