-53.4%
FIG vs SO
+3.8%
-57.2%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.6% |
| 7D | +2.6% | -0.9% | +3.5% | +2.4% |
| 30D | -13.1% | +4.9% | -18.0% | -11.8% |
| 3M | -20.3% | +0.8% | -21.1% | -20.5% |
| 6M | -2.1% | +0.6% | -2.7% | -0.9% |
| YTD | -49.4% | +8.7% | -58.0% | -45.8% |
| All | -53.4% | +3.8% | -57.2% | -49.5% |
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