-80.8%
FIG vs SNY
-0.8%
-80.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | -12.2% | -3.6% | -8.6% | -11.3% |
| 30D | -11.0% | -1.9% | -9.0% | -10.6% |
| 3M | +11.9% | -2.0% | +13.8% | +12.1% |
| 6M | -21.9% | +2.5% | -24.5% | -22.6% |
| YTD | -40.8% | -7.0% | -33.8% | -40.2% |
| 1Y | -56.6% | -4.4% | -52.2% | -57.2% |
| All | -80.8% | -0.8% | -80.0% | -76.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 all: compounded portfolio wealth divided by compounded SNY 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…
all analysis · Full analysis span regression · 6 months rolling