-47.8%
SE vs FGI
-70.3%
+22.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | 0.0% | -5.7% | -5.7% |
| 7D | -1.2% | -11.6% | +10.4% | -1.0% |
| 30D | -21.7% | -3.3% | -18.4% | -21.6% |
| 3M | -34.2% | +65.6% | -99.8% | -35.7% |
| 6M | -10.5% | -2.8% | -7.7% | -11.4% |
| YTD | -40.7% | +30.1% | -70.9% | -42.9% |
| 1Y | -52.1% | +50.2% | -102.2% | -54.4% |
| 3Y | +68.9% | -0.4% | +69.3% | +57.7% |
| All | -47.8% | -70.3% | +22.5% | -43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling