-46.3%
SSPC vs FGI
+59.9%
-106.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.3% | 0.0% | +18.3% | +18.3% |
| 7D | +29.9% | -11.6% | +41.5% | +30.6% |
| 30D | +73.6% | -3.3% | +76.9% | +73.5% |
| 3M | -46.3% | +65.6% | -111.9% | -49.7% |
| All | -46.3% | +59.9% | -106.2% | -49.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling