+439.5%
SN vs FGI
-18.2%
+457.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.5% | +2.7% |
| 7D | +7.2% | -7.0% | +14.1% | +7.2% |
| 30D | +20.4% | -4.2% | +24.6% | +20.4% |
| 3M | +23.9% | +55.6% | -31.7% | +23.0% |
| 6M | +93.0% | -3.2% | +96.2% | +91.9% |
| YTD | +99.2% | +29.1% | +70.1% | +97.5% |
| 1Y | +142.6% | +51.0% | +91.6% | +141.2% |
| 3Y | +398.8% | +1.5% | +397.3% | +413.4% |
| All | +439.5% | -18.2% | +457.7% | +417.6% |
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