+43.0%
SN vs FGI
+81.8%
-38.8%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +7.5% | -8.6% | -1.1% |
| 7D | -9.3% | +0.5% | -9.9% | -9.3% |
| 30D | -4.8% | +65.4% | -70.2% | -5.8% |
| 3M | +40.4% | +23.5% | +16.9% | +39.2% |
| 6M | +50.9% | +60.5% | -9.6% | +48.7% |
| YTD | +54.9% | +30.0% | +24.9% | +52.7% |
| 1Y | +43.0% | +82.1% | -39.0% | +41.8% |
| All | +43.0% | +81.8% | -38.8% | +41.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling