-40.9%
SE vs FGI
+81.8%
-122.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.5% | -8.4% | -0.9% |
| 7D | -6.1% | +0.5% | -6.6% | -6.1% |
| 30D | -2.5% | +65.4% | -67.9% | -2.3% |
| 3M | +21.7% | +23.5% | -1.8% | +22.2% |
| 6M | +27.0% | +60.5% | -33.5% | +25.7% |
| YTD | -12.1% | +30.0% | -42.1% | -12.6% |
| 1Y | -40.9% | +82.1% | -123.0% | -41.2% |
| All | -40.9% | +81.8% | -122.8% | -41.2% |
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