-3.6%
SMR vs FGI
-53.4%
+49.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.5% | -8.1% | -0.6% |
| 7D | +4.4% | +0.5% | +3.9% | +4.4% |
| 30D | +3.4% | +65.4% | -62.0% | +1.6% |
| 3M | -19.2% | +23.5% | -42.7% | -20.4% |
| 6M | -22.6% | +60.5% | -83.2% | -25.8% |
| YTD | -31.5% | +30.0% | -61.5% | -34.0% |
| 1Y | -73.1% | +82.1% | -155.1% | -74.3% |
| 3Y | +55.0% | -4.4% | +59.3% | +49.4% |
| All | -3.6% | -53.4% | +49.8% | -5.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling