+425.4%
SN vs FGI
-17.6%
+443.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -0.9% | -1.0% |
| 7D | +3.8% | -11.6% | +15.4% | +3.9% |
| 30D | +17.5% | -3.3% | +20.8% | +17.5% |
| 3M | +19.2% | +65.6% | -46.3% | +18.3% |
| 6M | +84.9% | -2.8% | +87.7% | +83.9% |
| YTD | +94.0% | +30.1% | +63.9% | +92.3% |
| 1Y | +151.3% | +50.2% | +101.2% | +149.9% |
| 3Y | +387.1% | -0.4% | +387.5% | +399.2% |
| All | +425.4% | -17.6% | +443.0% | +404.1% |
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