-55.8%
FIG vs SO
-1.3%
-54.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.6% | -4.6% |
| 7D | -16.3% | -0.2% | -16.1% | -16.3% |
| 30D | -14.3% | -4.6% | -9.7% | -15.5% |
| 3M | +7.2% | -3.0% | +10.2% | +7.3% |
| 6M | -18.6% | -8.3% | -10.4% | -19.0% |
| YTD | -35.5% | +3.5% | -39.0% | -32.8% |
| 1Y | -55.8% | -0.9% | -54.9% | -53.6% |
| All | -55.8% | -1.3% | -54.5% | -53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 1y: compounded portfolio wealth divided by compounded SO 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…
1y analysis · Full analysis span regression · 6 months rolling