+52.5%
SO vs FGI
0.0%
+52.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +1.3% |
| 7D | -1.1% | -1.4% | +0.3% | -1.1% |
| 30D | +8.6% | -3.2% | +11.8% | +8.6% |
| 3M | +1.8% | +64.1% | -62.3% | +2.5% |
| 6M | +3.6% | +17.2% | -13.6% | +4.2% |
| YTD | +9.9% | +31.6% | -21.6% | +11.3% |
| 1Y | +5.7% | +45.1% | -39.4% | +7.3% |
| 3Y | +52.5% | -2.0% | +54.5% | +59.0% |
| All | +52.5% | 0.0% | +52.5% | +59.0% |
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