+207.8%
SITM vs FGI
-69.8%
+277.6%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.9% | -4.0% | -2.2% |
| 7D | +8.4% | +5.2% | +3.2% | +8.1% |
| 30D | -17.4% | +65.2% | -82.6% | -21.6% |
| 3M | -9.8% | +30.2% | -40.0% | -13.5% |
| 6M | +83.0% | +87.8% | -4.8% | +67.1% |
| YTD | +69.6% | +32.5% | +37.1% | +57.6% |
| 1Y | +144.9% | +93.6% | +51.3% | +114.4% |
| 3Y | +429.9% | -2.6% | +432.4% | +374.5% |
| All | +207.8% | -69.8% | +277.6% | +215.1% |
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