-49.5%
SMR vs FGI
-53.7%
+4.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | -0.8% | +17.0% | +16.3% |
| 7D | -9.6% | -7.0% | -2.7% | -9.5% |
| 30D | -33.8% | -4.2% | -29.5% | -33.7% |
| 3M | -46.4% | +55.6% | -102.0% | -47.3% |
| 6M | -62.4% | -3.2% | -59.3% | -62.9% |
| YTD | -64.1% | +29.1% | -93.3% | -65.4% |
| 1Y | -84.3% | +51.0% | -135.3% | -84.9% |
| 3Y | +55.8% | +1.5% | +54.3% | +49.7% |
| All | -49.5% | -53.7% | +4.2% | -50.3% |
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