-83.2%
FIG vs SM
+25.1%
-108.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +2.9% | +2.8% |
| 7D | +3.4% | +9.4% | -6.0% | +2.0% |
| 30D | -9.5% | -14.4% | +4.9% | -8.0% |
| 3M | -26.2% | +1.6% | -27.7% | -27.4% |
| 6M | +2.7% | +6.3% | -3.7% | -1.4% |
| YTD | -48.0% | +78.8% | -126.7% | -53.3% |
| 1Y | -52.0% | +83.1% | -135.2% | -57.0% |
| All | -83.2% | +25.1% | -108.2% | -85.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling