+36.8%
SRE vs FGI
-66.3%
+103.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.2% | -5.2% | +1.0% |
| 7D | -1.1% | +13.5% | -14.6% | -1.1% |
| 30D | -4.1% | +17.1% | -21.2% | -4.2% |
| 3M | -7.3% | +78.0% | -85.3% | -7.4% |
| 6M | -14.1% | +46.4% | -60.6% | -14.2% |
| YTD | -8.5% | +47.7% | -56.2% | -8.6% |
| 1Y | -12.0% | +56.8% | -68.8% | -12.0% |
| 3Y | +23.4% | +12.3% | +11.1% | +24.5% |
| All | +36.8% | -66.3% | +103.1% | +38.0% |
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