+638.7%
SGI vs SFM
+132.6%
+506.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | +0.1% |
| 7D | +8.5% | -0.1% | +8.6% | +8.5% |
| 30D | +0.7% | -4.4% | +5.0% | +1.1% |
| 3M | +0.6% | +1.5% | -0.9% | -0.1% |
| 6M | -17.9% | +6.5% | -24.4% | -19.6% |
| YTD | -21.2% | +2.2% | -23.4% | -22.5% |
| 1Y | -18.9% | -41.9% | +23.0% | -13.6% |
| 3Y | +52.6% | +106.8% | -54.1% | +32.7% |
| 5Y | +60.7% | +231.6% | -170.8% | +29.1% |
| 10Y | +278.1% | +258.4% | +19.7% | +192.8% |
| All | +638.7% | +132.6% | +506.1% | +492.6% |
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