+51.7%
SGI vs SFM
+100.7%
-49.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.8% | -0.6% | -4.8% |
| 7D | +1.0% | -1.2% | +2.2% | +1.2% |
| 30D | +3.9% | -24.8% | +28.7% | +7.5% |
| 3M | -0.8% | -43.7% | +42.9% | +6.8% |
| 6M | -18.0% | -37.3% | +19.3% | -13.8% |
| YTD | -27.6% | -38.4% | +10.8% | -24.2% |
| 1Y | -27.2% | -36.9% | +9.7% | -24.2% |
| 3Y | +76.0% | +20.7% | +55.3% | +52.1% |
| All | +51.7% | +100.7% | -49.1% | +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