-48.1%
SMR vs FGI
-52.9%
+4.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.9% | -4.0% |
| 7D | -2.8% | -4.1% | +1.3% | -2.7% |
| 30D | -27.5% | -3.4% | -24.1% | -27.5% |
| 3M | -43.1% | +61.8% | -104.9% | -44.1% |
| 6M | -58.4% | +17.0% | -75.4% | -59.1% |
| YTD | -63.2% | +31.4% | -94.6% | -64.5% |
| 1Y | -81.6% | +42.7% | -124.3% | -82.3% |
| 3Y | +149.8% | -0.1% | +149.9% | +140.5% |
| All | -48.1% | -52.9% | +4.8% | -48.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling