+142.6%
SN vs FGI
+46.9%
+95.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.5% | +2.7% |
| 7D | +7.2% | -7.0% | +14.1% | +7.3% |
| 30D | +20.4% | -4.2% | +24.6% | +20.4% |
| 3M | +23.9% | +55.6% | -31.7% | +20.9% |
| 6M | +93.0% | -3.2% | +96.2% | +91.0% |
| YTD | +99.2% | +29.1% | +70.1% | +90.6% |
| 1Y | +142.6% | +51.0% | +91.6% | +127.8% |
| All | +142.6% | +46.9% | +95.7% | +127.8% |
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