+98.2%
FGI vs SARO
-21.9%
+120.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.6% |
| 7D | +14.7% | +0.6% | +14.1% | +14.5% |
| 30D | +67.0% | -14.5% | +81.5% | +72.6% |
| 3M | +31.0% | -5.3% | +36.3% | +31.6% |
| 6M | +126.8% | -15.3% | +142.1% | +133.5% |
| YTD | +35.6% | -15.6% | +51.2% | +40.9% |
| 1Y | +108.9% | -9.1% | +118.0% | +116.5% |
| All | +98.2% | -21.9% | +120.1% | +154.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling