-56.6%
FIG vs SM
+46.7%
-103.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +3.6% | -9.3% | -6.5% |
| 7D | -16.4% | -0.2% | -16.2% | -16.4% |
| 30D | -2.3% | +31.5% | -33.8% | -7.8% |
| 3M | +7.8% | +17.3% | -9.5% | +2.3% |
| 6M | -21.8% | +48.5% | -70.4% | -29.6% |
| YTD | -39.1% | +106.3% | -145.4% | -49.1% |
| 1Y | -56.6% | +47.3% | -103.9% | -61.8% |
| All | -56.6% | +46.7% | -103.4% | -61.8% |
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