-80.3%
FIG vs SO
-2.3%
-78.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +1.0% | -6.7% | -5.3% |
| 7D | -16.4% | +1.0% | -17.4% | -16.0% |
| 30D | -2.3% | -3.2% | +0.9% | -3.4% |
| 3M | +7.8% | -1.7% | +9.5% | +8.4% |
| 6M | -21.8% | -7.2% | -14.7% | -22.4% |
| YTD | -39.1% | +4.6% | -43.7% | -35.9% |
| 1Y | -56.6% | +1.2% | -57.9% | -54.5% |
| All | -80.3% | -2.3% | -78.0% | -80.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling