+227.7%
SPOT vs FGI
-70.6%
+298.2%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.8% |
| 7D | +1.6% | -7.0% | +8.6% | +1.8% |
| 30D | +17.6% | -4.2% | +21.8% | +17.6% |
| 3M | +26.9% | +55.6% | -28.7% | +23.4% |
| 6M | +41.8% | -3.2% | +45.0% | +39.3% |
| YTD | +3.8% | +29.1% | -25.3% | -0.4% |
| 1Y | -2.5% | +51.0% | -53.4% | -7.6% |
| 3Y | +260.6% | +1.5% | +259.0% | +229.1% |
| All | +227.7% | -70.6% | +298.2% | +237.0% |
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 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