-56.6%
FIG vs SMR
-72.0%
+15.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.6% | +6.1% | +1.1% |
| 7D | -12.2% | +4.7% | -16.9% | -12.8% |
| 30D | -11.0% | +3.2% | -14.2% | -11.5% |
| 3M | +11.9% | +9.9% | +2.0% | +9.6% |
| 6M | -21.9% | -15.1% | -6.8% | -22.1% |
| YTD | -40.8% | -27.9% | -12.8% | -40.5% |
| 1Y | -56.6% | -70.2% | +13.6% | -47.6% |
| All | -56.6% | -72.0% | +15.4% | -47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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