-13.2%
SRE vs FGI
+46.9%
-60.1%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -2.1% |
| 7D | -9.2% | -7.0% | -2.2% | -9.1% |
| 30D | -1.9% | -4.2% | +2.3% | -1.9% |
| 3M | -6.5% | +55.6% | -62.2% | -6.8% |
| 6M | -15.2% | -3.2% | -12.1% | -15.4% |
| YTD | -9.5% | +29.1% | -38.6% | -9.3% |
| 1Y | -13.2% | +51.0% | -64.2% | -14.1% |
| All | -13.2% | +46.9% | -60.1% | -14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling