+70.3%
SE vs FGI
+1.5%
+68.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.1% |
| 7D | +2.0% | -7.0% | +9.0% | +2.0% |
| 30D | -20.0% | -4.2% | -15.8% | -20.0% |
| 3M | -31.8% | +55.6% | -87.4% | -31.3% |
| 6M | -15.9% | -3.2% | -12.7% | -15.2% |
| YTD | -40.6% | +29.1% | -69.8% | -40.3% |
| 1Y | -50.7% | +51.0% | -101.7% | -50.4% |
| 3Y | +70.3% | +1.5% | +68.8% | +81.0% |
| All | +70.3% | +1.5% | +68.8% | +81.0% |
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