+50.0%
SGI vs IFF
+29.0%
+21.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.2% |
| 7D | -4.5% | -3.2% | -1.3% | -2.9% |
| 30D | +4.2% | -0.3% | +4.5% | +4.3% |
| 3M | -7.4% | +8.4% | -15.9% | -11.3% |
| 6M | -15.1% | +23.0% | -38.1% | -23.1% |
| YTD | -24.7% | +25.5% | -50.1% | -32.8% |
| 1Y | -21.8% | +29.1% | -50.8% | -31.4% |
| 3Y | +50.0% | +31.7% | +18.4% | +27.1% |
| All | +50.0% | +29.0% | +21.1% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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