-57.4%
FIG vs SM
+72.9%
-130.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.6% | -3.7% | +0.9% |
| 7D | -14.3% | +0.3% | -14.6% | -14.2% |
| 30D | -13.6% | -17.3% | +3.7% | -11.7% |
| 3M | -23.7% | -3.6% | -20.1% | -24.5% |
| 6M | -5.4% | +2.9% | -8.3% | -9.4% |
| YTD | -49.2% | +70.2% | -119.4% | -55.7% |
| 1Y | -57.4% | +66.5% | -123.9% | -62.6% |
| All | -57.4% | +72.9% | -130.3% | -62.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling