+62.4%
SAP vs FGI
-4.4%
+66.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.5% | -8.4% | -1.0% |
| 7D | -2.9% | +0.5% | -3.4% | -2.9% |
| 30D | +9.0% | +65.4% | -56.4% | +7.5% |
| 3M | +14.9% | +23.5% | -8.6% | +13.6% |
| 6M | +11.9% | +60.5% | -48.6% | +9.7% |
| YTD | -9.9% | +30.0% | -39.9% | -11.4% |
| 1Y | -19.5% | +82.1% | -101.6% | -21.5% |
| All | +62.4% | -4.4% | +66.8% | +61.0% |
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