-80.9%
FIG vs SMR
-78.8%
-2.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.3% | +0.1% | -2.9% |
| 7D | -14.5% | +13.1% | -27.5% | -15.9% |
| 30D | -13.3% | +17.8% | -31.1% | -15.3% |
| 3M | +7.4% | +8.1% | -0.7% | +5.2% |
| 6M | -27.8% | -11.1% | -16.7% | -28.6% |
| YTD | -41.1% | -23.7% | -17.4% | -41.5% |
| 1Y | -58.7% | -69.4% | +10.7% | -53.1% |
| All | -80.9% | -78.8% | -2.2% | -75.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling