-83.7%
FIG vs COMP
+42.6%
-126.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +10.7% | -8.7% | +0.4% |
| 7D | -13.1% | +13.4% | -26.6% | -14.4% |
| 30D | -13.0% | +11.1% | -24.1% | -14.1% |
| 3M | -21.5% | -18.8% | -2.7% | -20.5% |
| 6M | -2.5% | +10.5% | -13.0% | -2.9% |
| YTD | -49.7% | -3.4% | -46.3% | -48.5% |
| 1Y | -59.1% | +19.7% | -78.8% | -56.7% |
| All | -83.7% | +42.6% | -126.3% | -81.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling