+259.2%
SGI vs USFR
+28.0%
+231.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.2% |
| 7D | -4.9% | +0.1% | -5.0% | -5.1% |
| 30D | +1.6% | +0.3% | +1.3% | +0.6% |
| 3M | -3.2% | +1.0% | -4.1% | -6.0% |
| 6M | -16.0% | +1.9% | -18.0% | -21.0% |
| YTD | -25.4% | +2.7% | -28.1% | -31.5% |
| 1Y | -21.6% | +4.0% | -25.6% | -31.0% |
| 3Y | +52.9% | +14.1% | +38.8% | -1.6% |
| 5Y | +47.5% | +20.5% | +27.0% | -22.9% |
| All | +259.2% | +28.0% | +231.2% | +49.5% |
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