+388.2%
SGI vs FWONK
+281.7%
+106.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.9% | -3.9% | -2.9% |
| 7D | +0.6% | -0.6% | +1.2% | +0.9% |
| 30D | +5.5% | -5.8% | +11.3% | +8.6% |
| 3M | -3.6% | +10.0% | -13.6% | -8.7% |
| 6M | -15.0% | +14.7% | -29.7% | -21.6% |
| YTD | -23.0% | -1.7% | -21.3% | -23.6% |
| 1Y | -18.4% | -4.6% | -13.8% | -18.1% |
| 3Y | +57.8% | +46.7% | +11.1% | +22.4% |
| 5Y | +51.5% | +99.4% | -47.9% | -2.0% |
| 10Y | +275.2% | +345.6% | -70.4% | +67.1% |
| All | +388.2% | +281.7% | +106.5% | +105.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling