+116.9%
FGI vs SARO
-23.7%
+140.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -2.4% | +11.8% | +10.0% |
| 7D | +22.8% | -4.0% | +26.8% | +23.8% |
| 30D | +85.9% | -16.1% | +102.1% | +92.9% |
| 3M | +32.4% | -4.5% | +36.9% | +32.5% |
| 6M | +106.3% | -17.0% | +123.4% | +113.3% |
| YTD | +48.4% | -17.5% | +66.0% | +55.0% |
| 1Y | +116.4% | -12.3% | +128.6% | +124.7% |
| All | +116.9% | -23.7% | +140.6% | +179.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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