-83.7%
FIG vs SFM
-67.8%
-15.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.8% | +6.9% | +2.8% |
| 7D | -13.1% | -1.2% | -11.9% | -12.6% |
| 30D | -13.0% | -24.8% | +11.8% | -9.5% |
| 3M | -21.5% | -43.7% | +22.2% | -16.0% |
| 6M | -2.5% | -37.3% | +34.8% | +0.9% |
| YTD | -49.7% | -38.4% | -11.3% | -48.1% |
| 1Y | -59.1% | -36.9% | -22.2% | -58.1% |
| All | -83.7% | -67.8% | -15.9% | -76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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