+198.3%
SU vs FGI
-69.1%
+267.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.7% | +1.6% |
| 7D | +1.6% | +14.7% | -13.1% | +1.4% |
| 30D | +10.7% | +67.0% | -56.2% | +9.2% |
| 3M | +13.5% | +31.0% | -17.5% | +12.2% |
| 6M | +21.8% | +126.8% | -105.0% | +18.2% |
| YTD | +58.8% | +35.6% | +23.2% | +55.5% |
| 1Y | +72.0% | +108.9% | -36.9% | +63.1% |
| 3Y | +121.7% | -0.3% | +122.0% | +111.0% |
| All | +198.3% | -69.1% | +267.4% | +187.9% |
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