+144.9%
SITM vs FGI
+93.1%
+51.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.9% | -4.0% | -2.2% |
| 7D | +8.4% | +5.2% | +3.2% | +8.2% |
| 30D | -17.4% | +65.2% | -82.6% | -20.5% |
| 3M | -9.8% | +30.2% | -40.0% | -12.5% |
| 6M | +83.0% | +87.8% | -4.8% | +70.8% |
| YTD | +69.6% | +32.5% | +37.1% | +60.3% |
| 1Y | +144.9% | +93.6% | +51.3% | +125.4% |
| All | +144.9% | +93.1% | +51.8% | +125.4% |
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