-51.7%
FIG vs S
+36.5%
-88.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.6% | +3.6% | +4.2% |
| 7D | -4.7% | -8.2% | +3.6% | +0.1% |
| 30D | +0.5% | -7.6% | +8.2% | +4.4% |
| 3M | -18.4% | +12.0% | -30.4% | -26.6% |
| 6M | +10.9% | +50.6% | -39.7% | -18.6% |
| YTD | -40.8% | +56.6% | -97.4% | -59.1% |
| 1Y | -51.7% | +39.2% | -90.9% | -66.0% |
| All | -51.7% | +36.5% | -88.2% | -66.0% |
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