-80.3%
FIG vs SMR
-78.1%
-2.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +15.3% | -20.9% | -7.5% |
| 7D | -16.4% | +21.4% | -37.8% | -18.5% |
| 30D | -2.3% | +13.8% | -16.2% | -4.3% |
| 3M | +7.8% | +3.9% | +3.9% | +6.4% |
| 6M | -21.8% | -4.2% | -17.6% | -23.6% |
| YTD | -39.1% | -21.1% | -18.0% | -39.8% |
| 1Y | -56.6% | -67.1% | +10.4% | -51.7% |
| All | -80.3% | -78.1% | -2.2% | -75.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling