-55.8%
FIG vs S
+10.1%
-65.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.4% | -4.8% | -4.7% |
| 7D | -16.3% | -7.7% | -8.6% | -11.5% |
| 30D | -14.3% | -5.3% | -9.0% | -11.0% |
| 3M | +7.2% | +20.3% | -13.1% | -5.9% |
| 6M | -18.6% | +47.4% | -66.0% | -38.6% |
| YTD | -35.5% | +32.5% | -68.0% | -48.3% |
| 1Y | -55.8% | +9.5% | -65.3% | -59.5% |
| All | -55.8% | +10.1% | -65.9% | -59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling