-80.3%
FIG vs SM
+44.3%
-124.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +3.6% | -9.3% | -6.3% |
| 7D | -16.4% | -0.2% | -16.2% | -16.4% |
| 30D | -2.3% | +31.5% | -33.8% | -6.9% |
| 3M | +7.8% | +17.3% | -9.5% | +3.0% |
| 6M | -21.8% | +48.5% | -70.4% | -27.9% |
| YTD | -39.1% | +106.3% | -145.4% | -46.1% |
| 1Y | -56.6% | +47.3% | -103.9% | -63.0% |
| All | -80.3% | +44.3% | -124.6% | -83.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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