+578.4%
SGI vs SFM
+40.3%
+538.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.3% |
| 3M | -0.8% | -43.7% | +42.9% | +6.2% |
| 6M | -18.0% | -37.3% | +19.3% | -14.0% |
| YTD | -27.6% | -38.4% | +10.8% | -24.3% |
| 1Y | -27.2% | -36.9% | +9.7% | -24.3% |
| 3Y | +76.0% | +20.7% | +55.3% | +63.4% |
| 5Y | +50.0% | +103.5% | -53.5% | +27.7% |
| 10Y | +399.1% | +139.7% | +259.3% | +304.9% |
| All | +578.4% | +40.3% | +538.1% | +478.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling