+304.8%
SGI vs USFR
+28.6%
+276.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -5.3% | +0.1% | -5.4% | -5.5% |
| 30D | -2.1% | +0.4% | -2.4% | -3.1% |
| 3M | -8.2% | +1.1% | -9.2% | -11.1% |
| 6M | -4.6% | +2.0% | -6.6% | -10.3% |
| YTD | -31.5% | +3.5% | -34.9% | -38.5% |
| 1Y | -30.8% | +4.1% | -34.9% | -39.1% |
| 3Y | +67.2% | +14.4% | +52.9% | +7.5% |
| 5Y | +42.5% | +21.4% | +21.1% | -26.9% |
| All | +304.8% | +28.6% | +276.2% | +78.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling