-5.6%
SGI vs SFM
-39.0%
+33.4%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.5% | -3.9% | -0.5% |
| 7D | -10.5% | -7.1% | -3.4% | -10.4% |
| 30D | +0.1% | -21.4% | +21.5% | -0.7% |
| 3M | -4.0% | -40.1% | +36.1% | -7.0% |
| 6M | -5.6% | -38.0% | +32.4% | -7.2% |
| All | -5.6% | -39.0% | +33.4% | -7.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling