+142.9%
SITM vs FGI
-68.3%
+211.2%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +5.9% | +0.5% | +6.1% |
| 7D | +17.2% | +6.9% | +10.3% | +16.9% |
| 30D | -17.1% | +3.9% | -21.0% | -17.3% |
| 3M | -29.2% | +74.3% | -103.4% | -33.0% |
| 6M | -47.6% | +28.9% | -76.5% | -49.9% |
| YTD | +33.8% | +39.1% | -5.3% | +23.8% |
| 1Y | +54.1% | +49.3% | +4.8% | +40.7% |
| 3Y | +337.6% | +5.7% | +331.8% | +289.1% |
| All | +142.9% | -68.3% | +211.2% | +147.5% |
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 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