-79.1%
FIG vs SM
+39.2%
-118.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.5% | -1.8% | -3.9% |
| 7D | -16.3% | +0.1% | -16.4% | -16.3% |
| 30D | -14.3% | +26.3% | -40.6% | -17.7% |
| 3M | +7.2% | +8.7% | -1.5% | +3.9% |
| 6M | -18.6% | +51.7% | -70.3% | -24.9% |
| YTD | -35.5% | +99.0% | -134.5% | -42.4% |
| 1Y | -55.8% | +34.6% | -90.4% | -62.8% |
| All | -79.1% | +39.2% | -118.3% | -82.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling