-5.7%
SM vs FGI
-70.0%
+64.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.9% | -4.6% | -2.8% |
| 7D | -22.3% | -1.4% | -20.9% | -22.2% |
| 30D | -21.4% | -3.2% | -18.1% | -21.3% |
| 3M | +1.4% | +64.1% | -62.8% | -0.4% |
| 6M | +0.1% | +17.2% | -17.1% | -1.1% |
| YTD | +59.0% | +31.6% | +27.4% | +54.2% |
| 1Y | +64.3% | +45.1% | +19.3% | +57.3% |
| 3Y | -13.1% | -2.0% | -11.2% | -18.6% |
| All | -5.7% | -70.0% | +64.3% | -8.7% |
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 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