-9.6%
SNY vs FGI
-1.2%
-8.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.1% | -0.7% |
| 7D | -3.6% | +14.7% | -18.3% | -3.7% |
| 30D | -1.4% | +67.0% | -68.4% | -1.7% |
| 3M | -4.2% | +31.0% | -35.2% | -4.4% |
| 6M | +2.0% | +126.8% | -124.8% | +1.6% |
| YTD | -6.7% | +35.6% | -42.3% | -6.9% |
| 1Y | -4.7% | +108.9% | -113.6% | -5.0% |
| All | -9.6% | -1.2% | -8.4% | -9.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling