-36.9%
SFM vs FGI
+46.9%
-83.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.8% | -4.1% | -4.9% |
| 7D | -1.2% | -7.0% | +5.7% | -1.4% |
| 30D | -24.8% | -4.2% | -20.5% | -24.7% |
| 3M | -43.7% | +55.6% | -99.3% | -42.5% |
| 6M | -37.3% | -3.2% | -34.1% | -36.1% |
| YTD | -38.4% | +29.1% | -67.5% | -36.0% |
| 1Y | -36.9% | +51.0% | -87.9% | -34.7% |
| All | -36.9% | +46.9% | -83.8% | -34.7% |
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