+231.0%
SPOT vs FGI
-68.3%
+299.3%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.9% | -5.4% | +0.3% |
| 7D | -3.0% | +6.9% | -9.8% | -3.1% |
| 30D | +15.2% | +3.9% | +11.3% | +15.0% |
| 3M | +21.6% | +74.3% | -52.7% | +17.8% |
| 6M | +45.2% | +28.9% | +16.3% | +41.5% |
| YTD | +4.9% | +39.1% | -34.2% | +0.4% |
| 1Y | -4.8% | +49.3% | -54.1% | -9.7% |
| 3Y | +256.3% | +5.7% | +250.5% | +226.6% |
| All | +231.0% | -68.3% | +299.3% | +239.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling