+148.0%
SN vs FGI
+17.8%
+130.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -25.2% | +28.0% | +3.3% |
| 7D | +1.5% | -14.4% | +15.9% | +1.7% |
| 30D | +21.5% | -11.8% | +33.3% | +21.6% |
| 3M | +20.0% | -46.2% | +66.3% | +21.2% |
| 6M | +119.9% | +5.2% | +114.7% | +116.0% |
| YTD | +102.3% | +10.5% | +91.8% | +94.2% |
| 1Y | +148.0% | +25.5% | +122.5% | +134.4% |
| All | +148.0% | +17.8% | +130.2% | +134.4% |
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