-83.6%
FIG vs SN
+88.4%
-172.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.7% | +0.3% |
| 7D | +2.6% | +1.4% | +1.2% | +2.4% |
| 30D | -13.1% | +16.6% | -29.7% | -15.1% |
| 3M | -20.3% | +18.3% | -38.6% | -22.3% |
| 6M | -2.1% | +103.1% | -105.2% | -8.4% |
| YTD | -49.4% | +96.7% | -146.1% | -52.8% |
| 1Y | -57.0% | +134.3% | -191.3% | -60.1% |
| All | -83.6% | +88.4% | -172.0% | -88.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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