+63.3%
SO vs FGI
-66.3%
+129.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.2% | -7.6% | -1.4% |
| 7D | -0.9% | +13.5% | -14.4% | -0.9% |
| 30D | +4.9% | +17.1% | -12.2% | +5.0% |
| 3M | +0.8% | +78.0% | -77.2% | +1.4% |
| 6M | +0.6% | +46.4% | -45.9% | +1.2% |
| YTD | +8.7% | +47.7% | -39.1% | +9.7% |
| 1Y | +4.0% | +56.8% | -52.8% | +5.1% |
| 3Y | +50.6% | +12.3% | +38.3% | +53.8% |
| All | +63.3% | -66.3% | +129.7% | +65.8% |
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