-18.4%
SGI vs SFM
-47.5%
+29.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.9% | +2.0% | -2.0% |
| 7D | +0.6% | -7.2% | +7.8% | +0.4% |
| 30D | +5.5% | -14.3% | +19.9% | +5.1% |
| 3M | -3.6% | -13.7% | +10.1% | -3.9% |
| 6M | -15.0% | -6.0% | -9.0% | -15.5% |
| YTD | -23.0% | -8.2% | -14.8% | -23.2% |
| 1Y | -18.4% | -46.2% | +27.8% | -15.4% |
| All | -18.4% | -47.5% | +29.1% | -15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling