-80.3%
FIG vs S
+2.9%
-83.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.3% | -3.4% | -4.1% |
| 7D | -16.4% | -5.8% | -10.5% | -12.6% |
| 30D | -2.3% | -9.2% | +6.9% | +4.4% |
| 3M | +7.8% | +23.4% | -15.5% | -5.8% |
| 6M | -21.8% | +36.9% | -58.8% | -36.8% |
| YTD | -39.1% | +29.5% | -68.7% | -49.7% |
| 1Y | -56.6% | +5.4% | -62.1% | -60.7% |
| All | -80.3% | +2.9% | -83.2% | -82.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling