-83.7%
FIG vs SN
+90.8%
-174.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.7% | -0.7% | +1.5% |
| 7D | -13.1% | +7.2% | -20.3% | -14.1% |
| 30D | -13.0% | +20.4% | -33.4% | -15.4% |
| 3M | -21.5% | +23.9% | -45.4% | -24.0% |
| 6M | -2.5% | +93.0% | -95.5% | -8.7% |
| YTD | -49.7% | +99.2% | -148.9% | -53.2% |
| 1Y | -59.1% | +142.6% | -201.7% | -61.9% |
| All | -83.7% | +90.8% | -174.5% | -88.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling