+3.0%
SNY vs FGI
-66.2%
+69.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +9.4% | -9.7% | -0.3% |
| 7D | -3.6% | +22.8% | -26.4% | -3.7% |
| 30D | -1.9% | +85.9% | -87.9% | -2.4% |
| 3M | -2.0% | +32.4% | -34.3% | -2.3% |
| 6M | +2.5% | +106.3% | -103.8% | +1.7% |
| YTD | -7.0% | +48.4% | -55.4% | -7.6% |
| 1Y | -4.4% | +116.4% | -120.8% | -5.6% |
| 3Y | -8.4% | +9.2% | -17.6% | -9.3% |
| All | +3.0% | -66.2% | +69.1% | +1.3% |
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