-17.7%
SM vs FGI
+2.3%
-20.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.6% | -4.6% |
| 7D | -25.1% | -11.6% | -13.6% | -25.1% |
| 30D | -15.6% | -3.3% | -12.3% | -15.6% |
| 3M | +2.7% | +65.6% | -62.9% | +2.5% |
| 6M | -3.8% | -2.8% | -1.1% | -3.8% |
| YTD | +61.8% | +30.1% | +31.7% | +61.1% |
| 1Y | +71.4% | +50.2% | +21.2% | +69.2% |
| All | -17.7% | +2.3% | -20.0% | -18.7% |
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