+128.5%
SITM vs FGI
-74.8%
+203.3%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -25.2% | +19.7% | -4.4% |
| 7D | +6.6% | -14.4% | +21.0% | +7.3% |
| 30D | -15.3% | -11.8% | -3.5% | -14.9% |
| 3M | -35.4% | -46.2% | +10.9% | -34.0% |
| 6M | -46.8% | +5.2% | -52.0% | -48.7% |
| YTD | +25.9% | +10.5% | +15.3% | +17.5% |
| 1Y | +54.0% | +25.5% | +28.5% | +41.5% |
| 3Y | +315.6% | -16.0% | +331.6% | +273.0% |
| All | +128.5% | -74.8% | +203.3% | +134.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling