+90.0%
FGI vs SARO
-20.0%
+110.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.7% | +6.9% | +7.4% |
| 7D | +0.5% | -0.8% | +1.3% | +0.7% |
| 30D | +65.4% | -20.0% | +85.4% | +74.2% |
| 3M | +23.5% | -2.9% | +26.4% | +23.3% |
| 6M | +60.5% | -17.7% | +78.2% | +66.5% |
| YTD | +30.0% | -13.5% | +43.5% | +34.4% |
| 1Y | +82.1% | -9.7% | +91.8% | +86.5% |
| All | +90.0% | -20.0% | +110.0% | +142.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling