+1,784.5%
SGI vs IFF
+310.5%
+1,474.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.3% |
| 7D | -4.5% | -3.2% | -1.3% | -2.6% |
| 30D | +4.2% | -0.3% | +4.5% | +4.4% |
| 3M | -7.4% | +8.4% | -15.9% | -12.4% |
| 6M | -15.1% | +23.0% | -38.1% | -25.8% |
| YTD | -24.7% | +25.5% | -50.1% | -35.5% |
| 1Y | -21.8% | +29.1% | -50.8% | -34.7% |
| 3Y | +50.0% | +31.7% | +18.4% | +19.9% |
| 5Y | +48.9% | -35.2% | +84.2% | +77.5% |
| 10Y | +267.1% | -20.7% | +287.8% | +242.8% |
| All | +1,784.5% | +310.5% | +1,474.0% | +445.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling