-35.0%
SFM vs FGI
+38.7%
-73.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -5.0% | +8.6% | +3.5% |
| 7D | -12.3% | +3.3% | -15.6% | -12.0% |
| 30D | -16.2% | -2.0% | -14.2% | -16.1% |
| 3M | -36.8% | +60.3% | -97.1% | -35.5% |
| 6M | -32.6% | +0.7% | -33.3% | -31.4% |
| YTD | -31.7% | +30.2% | -61.9% | -29.3% |
| 1Y | -35.0% | +44.4% | -79.4% | -34.4% |
| All | -35.0% | +38.7% | -73.7% | -34.4% |
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