+71.6%
SM vs FGI
+38.7%
+32.9%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.3% | -5.0% | -10.3% | -15.4% |
| 7D | -21.5% | +3.3% | -24.8% | -21.4% |
| 30D | -11.4% | -2.0% | -9.3% | -11.4% |
| 3M | +0.6% | +60.3% | -59.6% | +3.3% |
| 6M | +0.2% | +0.7% | -0.5% | +1.5% |
| YTD | +69.7% | +30.2% | +39.5% | +82.9% |
| 1Y | +71.6% | +44.4% | +27.2% | +84.3% |
| All | +71.6% | +38.7% | +32.9% | +84.3% |
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