-83.7%
FIG vs S
+15.3%
-99.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +0.9% |
| 7D | -13.1% | -13.4% | +0.3% | -4.6% |
| 30D | -13.0% | -14.0% | +1.0% | -4.8% |
| 3M | -21.5% | +4.9% | -26.4% | -25.9% |
| 6M | -2.5% | +42.0% | -44.5% | -24.8% |
| YTD | -49.7% | +45.1% | -94.8% | -62.4% |
| 1Y | -59.1% | +33.1% | -92.2% | -68.6% |
| All | -83.7% | +15.3% | -99.0% | -86.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling