+239.1%
SAN vs FGI
+1.5%
+237.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.5% | -2.2% |
| 7D | +4.9% | -7.0% | +11.9% | +5.0% |
| 30D | -13.0% | -4.2% | -8.8% | -13.0% |
| 3M | -18.9% | +55.6% | -74.5% | -19.6% |
| 6M | -4.1% | -3.2% | -1.0% | -4.7% |
| YTD | +2.6% | +29.1% | -26.5% | +1.2% |
| 1Y | +16.9% | +51.0% | -34.0% | +15.3% |
| 3Y | +239.1% | +1.5% | +237.5% | +244.0% |
| All | +239.1% | +1.5% | +237.5% | +244.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 3y: compounded portfolio wealth divided by compounded FGI 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…
3y analysis · Full analysis span regression · 6 months rolling