-33.1%
SITM vs FGI
-2.1%
-31.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | -0.8% | +18.2% | +17.4% |
| 7D | -6.7% | -7.0% | +0.2% | -6.7% |
| 30D | -37.3% | -4.2% | -33.1% | -37.3% |
| 3M | -39.4% | +55.6% | -95.0% | -40.1% |
| 6M | -33.1% | -3.2% | -30.0% | -38.5% |
| All | -33.1% | -2.1% | -31.0% | -38.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling