-37.4%
SFM vs FGI
+51.2%
-88.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.2% | -4.6% | +1.8% |
| 7D | -0.4% | +13.5% | -13.9% | -0.1% |
| 30D | -19.2% | +17.1% | -36.3% | -18.7% |
| 3M | -40.3% | +78.0% | -118.3% | -38.8% |
| 6M | -40.9% | +46.4% | -87.3% | -39.5% |
| YTD | -35.5% | +47.7% | -83.2% | -32.8% |
| 1Y | -37.4% | +56.8% | -94.2% | -35.2% |
| All | -37.4% | +51.2% | -88.6% | -35.2% |
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