+86.2%
SU vs FGI
+38.7%
+47.5%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -5.0% | +0.5% | -4.5% |
| 7D | -7.1% | +3.3% | -10.4% | -7.1% |
| 30D | +4.8% | -2.0% | +6.8% | +4.8% |
| 3M | +12.5% | +60.3% | -47.8% | +13.0% |
| 6M | +6.5% | +0.7% | +5.7% | +6.1% |
| YTD | +65.8% | +30.2% | +35.6% | +69.2% |
| 1Y | +86.2% | +44.4% | +41.8% | +88.3% |
| All | +86.2% | +38.7% | +47.5% | +88.3% |
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