-79.1%
FIG vs S
+5.3%
-84.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.4% | -4.8% | -4.6% |
| 7D | -16.3% | -7.7% | -8.6% | -11.7% |
| 30D | -14.3% | -5.3% | -9.0% | -11.1% |
| 3M | +7.2% | +20.3% | -13.1% | -5.1% |
| 6M | -18.6% | +47.4% | -66.0% | -37.2% |
| YTD | -35.5% | +32.5% | -68.0% | -47.6% |
| 1Y | -55.8% | +9.5% | -65.3% | -60.9% |
| All | -79.1% | +5.3% | -84.4% | -81.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling