+60.0%
SGI vs SFM
+219.5%
-159.5%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.5% | +6.1% | +0.5% |
| 7D | +9.3% | -5.8% | +15.1% | +10.2% |
| 30D | +6.9% | -11.4% | +18.2% | +8.6% |
| 3M | +2.8% | -12.2% | +15.0% | +4.3% |
| 6M | -12.6% | -5.2% | -7.4% | -13.1% |
| YTD | -21.5% | -4.5% | -17.1% | -22.3% |
| 1Y | -18.8% | -45.4% | +26.6% | -10.4% |
| 3Y | +60.8% | +91.1% | -30.3% | +31.1% |
| 5Y | +60.0% | +226.8% | -166.8% | +14.0% |
| All | +60.0% | +219.5% | -159.5% | +14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling