-6.3%
SM vs FGI
-4.4%
-1.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +7.5% | -10.1% | -2.5% |
| 7D | +0.1% | +0.5% | -0.4% | +0.1% |
| 30D | +26.3% | +65.4% | -39.1% | +26.0% |
| 3M | +8.7% | +23.5% | -14.8% | +8.6% |
| 6M | +51.7% | +60.5% | -8.9% | +50.4% |
| YTD | +99.0% | +30.0% | +69.0% | +98.1% |
| 1Y | +34.6% | +82.1% | -47.5% | +30.3% |
| All | -6.3% | -4.4% | -1.9% | -7.7% |
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