+114.3%
SITM vs FGI
-70.6%
+184.8%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | -0.8% | +18.2% | +17.5% |
| 7D | -6.7% | -7.0% | +0.2% | -6.4% |
| 30D | -37.3% | -4.2% | -33.1% | -37.2% |
| 3M | -39.4% | +55.6% | -95.0% | -42.4% |
| 6M | -33.1% | -3.2% | -30.0% | -35.3% |
| YTD | +18.0% | +29.1% | -11.1% | +9.5% |
| 1Y | +22.7% | +51.0% | -28.3% | +11.8% |
| 3Y | +283.8% | +1.5% | +282.3% | +239.6% |
| All | +114.3% | -70.6% | +184.8% | +119.0% |
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 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