+50.0%
SGI vs FWONK
+44.6%
+5.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | -4.5% | +0.1% | -4.5% | -4.5% |
| 30D | +4.2% | -7.7% | +11.9% | +6.2% |
| 3M | -7.4% | +5.7% | -13.2% | -9.0% |
| 6M | -15.1% | +13.5% | -28.5% | -18.1% |
| YTD | -24.7% | -3.0% | -21.7% | -24.5% |
| 1Y | -21.8% | -6.4% | -15.3% | -20.7% |
| 3Y | +50.0% | +43.8% | +6.2% | +38.3% |
| All | +50.0% | +44.6% | +5.4% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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