+192.8%
SU vs FGI
-70.0%
+262.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -10.2% | -4.1% | -6.1% | -10.2% |
| 30D | -6.2% | -3.4% | -2.8% | -6.2% |
| 3M | +8.7% | +61.8% | -53.1% | +7.3% |
| 6M | +7.2% | +17.0% | -9.8% | +6.1% |
| YTD | +55.9% | +31.4% | +24.5% | +52.7% |
| 1Y | +60.4% | +42.7% | +17.7% | +56.0% |
| 3Y | +125.2% | -0.1% | +125.3% | +114.1% |
| All | +192.8% | -70.0% | +262.8% | +182.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling