+76.5%
SFM vs FGI
-70.6%
+147.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.8% | -4.1% | -4.9% |
| 7D | -1.2% | -7.0% | +5.7% | -1.3% |
| 30D | -24.8% | -4.2% | -20.5% | -24.7% |
| 3M | -43.7% | +55.6% | -99.3% | -43.3% |
| 6M | -37.3% | -3.2% | -34.1% | -36.8% |
| YTD | -38.4% | +29.1% | -67.5% | -38.0% |
| 1Y | -36.9% | +51.0% | -87.9% | -36.6% |
| 3Y | +20.7% | +1.5% | +19.2% | +20.5% |
| All | +76.5% | -70.6% | +147.1% | +76.5% |
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