+85.5%
SFM vs FGI
-70.3%
+155.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | 0.0% | -5.1% | -5.1% |
| 7D | +7.5% | -11.6% | +19.1% | +7.4% |
| 30D | -20.8% | -3.3% | -17.5% | -20.8% |
| 3M | -39.4% | +65.6% | -105.0% | -39.0% |
| 6M | -34.5% | -2.8% | -31.7% | -34.0% |
| YTD | -35.2% | +30.1% | -65.4% | -34.8% |
| 1Y | -35.3% | +50.2% | -85.5% | -35.0% |
| 3Y | +23.9% | -0.4% | +24.4% | +24.0% |
| All | +85.5% | -70.3% | +155.8% | +85.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling