-83.6%
FIG vs COMP
+43.3%
-126.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.7% | -0.9% | +1.4% |
| 7D | -14.3% | +2.2% | -16.5% | -14.5% |
| 30D | -13.6% | +16.3% | -29.9% | -15.1% |
| 3M | -23.7% | -19.1% | -4.6% | -22.7% |
| 6M | -5.4% | +17.1% | -22.5% | -6.1% |
| YTD | -49.2% | -2.9% | -46.3% | -48.1% |
| 1Y | -57.4% | +8.8% | -66.2% | -55.9% |
| All | -83.6% | +43.3% | -126.9% | -81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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