-84.0%
FIG vs COMP
+28.8%
-112.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -8.2% | -8.5% | -15.4% |
| 7D | -17.4% | -1.8% | -15.6% | -16.9% |
| 30D | -15.9% | -0.8% | -15.2% | -15.5% |
| 3M | -34.5% | -28.1% | -6.4% | -32.4% |
| 6M | -5.0% | +27.0% | -32.0% | -5.5% |
| YTD | -50.7% | -12.8% | -37.9% | -48.7% |
| 1Y | -58.1% | +4.9% | -63.0% | -55.3% |
| All | -84.0% | +28.8% | -112.8% | -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