-58.7%
FIG vs SO
+0.6%
-59.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.5% | -3.5% |
| 7D | -14.5% | 0.0% | -14.5% | -14.4% |
| 30D | -13.3% | -2.5% | -10.8% | -14.0% |
| 3M | +7.4% | -4.2% | +11.6% | +6.7% |
| 6M | -27.8% | -7.7% | -20.1% | -28.1% |
| YTD | -41.1% | +3.8% | -44.9% | -38.4% |
| 1Y | -58.7% | +0.1% | -58.8% | -57.2% |
| All | -58.7% | +0.6% | -59.4% | -57.2% |
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