+64.9%
SO vs FGI
-70.3%
+135.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.3% | +0.2% |
| 7D | +0.4% | -11.6% | +12.0% | +0.3% |
| 30D | +9.2% | -3.3% | +12.5% | +9.2% |
| 3M | +1.1% | +65.6% | -64.5% | +1.7% |
| 6M | -1.1% | -2.8% | +1.7% | -0.8% |
| YTD | +9.7% | +30.1% | -20.5% | +10.7% |
| 1Y | +5.5% | +50.2% | -44.7% | +6.7% |
| 3Y | +47.0% | -0.4% | +47.5% | +50.1% |
| All | +64.9% | -70.3% | +135.2% | +67.2% |
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