+84.7%
SFM vs FGI
-66.3%
+151.0%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.2% | -4.6% | +1.7% |
| 7D | -0.4% | +13.5% | -13.9% | -0.3% |
| 30D | -19.2% | +17.1% | -36.3% | -19.0% |
| 3M | -40.3% | +78.0% | -118.3% | -39.9% |
| 6M | -40.9% | +46.4% | -87.3% | -40.4% |
| YTD | -35.5% | +47.7% | -83.2% | -35.0% |
| 1Y | -37.4% | +56.8% | -94.2% | -37.0% |
| 3Y | +25.5% | +12.3% | +13.2% | +25.7% |
| All | +84.7% | -66.3% | +151.0% | +84.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling