+406.3%
SAN vs FGI
-70.4%
+476.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.5% | -8.3% | -0.9% |
| 7D | +1.8% | +0.5% | +1.2% | +1.8% |
| 30D | +2.0% | +65.4% | -63.4% | +0.5% |
| 3M | +19.7% | +23.5% | -3.8% | +18.4% |
| 6M | +30.6% | +60.5% | -29.9% | +27.5% |
| YTD | +28.8% | +30.0% | -1.2% | +26.1% |
| 1Y | +57.8% | +82.1% | -24.3% | +52.5% |
| 3Y | +338.1% | -4.4% | +342.5% | +325.5% |
| All | +406.3% | -70.4% | +476.7% | +389.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling