+369.0%
SITM vs FGI
-4.4%
+373.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +7.5% | -1.0% | +6.4% |
| 7D | +9.7% | +0.5% | +9.2% | +9.7% |
| 30D | +12.7% | +65.4% | -52.7% | +9.6% |
| 3M | -13.4% | +23.5% | -36.9% | -15.3% |
| 6M | +59.6% | +60.5% | -0.9% | +53.1% |
| YTD | +73.3% | +30.0% | +43.3% | +66.8% |
| 1Y | +165.5% | +82.1% | +83.5% | +152.8% |
| All | +369.0% | -4.4% | +373.4% | +357.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling