-57.0%
FIG vs SMR
-82.2%
+25.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.8% | +7.6% | +0.5% |
| 7D | +2.6% | +10.3% | -7.7% | +1.5% |
| 30D | -13.1% | -25.7% | +12.7% | -11.1% |
| 3M | -20.3% | -49.7% | +29.4% | -16.8% |
| 6M | -2.1% | -59.8% | +57.7% | +4.6% |
| YTD | -49.4% | -66.0% | +16.6% | -47.1% |
| 1Y | -57.0% | -81.4% | +24.4% | -45.6% |
| All | -57.0% | -82.2% | +25.2% | -45.6% |
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