-48.0%
SE vs FGI
+50.2%
-98.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +5.9% | -9.5% | -3.6% |
| 7D | -7.7% | +6.9% | -14.6% | -7.7% |
| 30D | -22.8% | +3.9% | -26.8% | -22.8% |
| 3M | -43.7% | +74.3% | -118.0% | -43.3% |
| 6M | -12.8% | +28.9% | -41.8% | -12.1% |
| YTD | -42.0% | +39.1% | -81.1% | -42.2% |
| 1Y | -48.0% | +49.3% | -97.3% | -49.2% |
| All | -48.0% | +50.2% | -98.2% | -49.2% |
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