-83.2%
FIG vs COMP
+50.7%
-133.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.7% | -2.5% | +2.2% |
| 7D | -12.6% | +14.5% | -27.2% | -14.2% |
| 30D | -13.8% | +14.9% | -28.7% | -15.5% |
| 3M | -16.7% | -14.2% | -2.5% | -16.3% |
| 6M | -6.1% | +23.7% | -29.8% | -7.6% |
| YTD | -48.1% | +2.1% | -50.2% | -47.4% |
| 1Y | -56.2% | +26.2% | -82.4% | -54.0% |
| All | -83.2% | +50.7% | -133.9% | -81.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling