+53.8%
SITM vs FGI
+51.2%
+2.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.2% | -6.6% | -0.6% |
| 7D | +32.5% | +13.5% | +19.0% | +32.0% |
| 30D | -18.8% | +17.1% | -35.9% | -19.2% |
| 3M | -30.9% | +78.0% | -108.9% | -33.6% |
| 6M | -44.5% | +46.4% | -90.9% | -46.4% |
| YTD | +33.2% | +47.7% | -14.5% | +23.9% |
| 1Y | +53.8% | +56.8% | -2.9% | +46.0% |
| All | +53.8% | +51.2% | +2.7% | +46.0% |
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