-22.7%
SE vs FGI
-70.4%
+47.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.5% | -8.4% | -1.0% |
| 7D | -6.1% | +0.5% | -6.6% | -6.1% |
| 30D | -2.5% | +65.4% | -67.9% | -4.5% |
| 3M | +21.7% | +23.5% | -1.8% | +19.9% |
| 6M | +27.0% | +60.5% | -33.5% | +21.3% |
| YTD | -12.1% | +30.0% | -42.1% | -15.3% |
| 1Y | -40.9% | +82.1% | -123.0% | -45.5% |
| 3Y | +191.0% | -4.4% | +195.4% | +173.0% |
| All | -22.7% | -70.4% | +47.7% | -15.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling