-5.1%
SAP vs FGI
+17.8%
-22.9%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -25.2% | +25.5% | +0.8% |
| 7D | +0.6% | -14.4% | +15.0% | +0.8% |
| 30D | +6.5% | -11.8% | +18.3% | +6.6% |
| 3M | +12.2% | -46.2% | +58.5% | +13.2% |
| 6M | +46.1% | +5.2% | +40.9% | +43.6% |
| YTD | -1.6% | +10.5% | -12.1% | -3.2% |
| 1Y | -5.1% | +25.5% | -30.6% | -7.8% |
| All | -5.1% | +17.8% | -22.9% | -7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling