+275.2%
SGI vs SFM
+280.6%
-5.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.9% | +2.0% | -1.4% |
| 7D | +0.6% | -7.2% | +7.8% | +1.5% |
| 30D | +5.5% | -14.3% | +19.9% | +7.4% |
| 3M | -3.6% | -13.7% | +10.1% | -2.2% |
| 6M | -15.0% | -6.0% | -9.0% | -15.3% |
| YTD | -23.0% | -8.2% | -14.8% | -23.2% |
| 1Y | -18.4% | -46.2% | +27.8% | -12.5% |
| 3Y | +57.8% | +83.6% | -25.8% | +40.7% |
| 5Y | +51.5% | +212.7% | -161.2% | +25.4% |
| 10Y | +275.2% | +273.0% | +2.2% | +183.4% |
| All | +275.2% | +280.6% | -5.4% | +183.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 10y: compounded portfolio wealth divided by compounded SFM 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…
10y analysis · Full analysis span regression · 6 months rolling