+108.7%
SMR vs FGI
+12.3%
+96.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +6.2% | -14.0% | -7.9% |
| 7D | +10.3% | +13.5% | -3.2% | +10.0% |
| 30D | -25.7% | +17.1% | -42.8% | -25.9% |
| 3M | -49.7% | +78.0% | -127.8% | -50.5% |
| 6M | -59.8% | +46.4% | -106.3% | -60.4% |
| YTD | -66.0% | +47.7% | -113.7% | -67.1% |
| 1Y | -81.4% | +56.8% | -138.2% | -82.0% |
| All | +108.7% | +12.3% | +96.4% | +110.1% |
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