-83.7%
FIG vs SO
+1.3%
-85.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.1% | +3.1% | +1.7% |
| 7D | -13.1% | -1.5% | -11.7% | -13.5% |
| 30D | -13.0% | +8.1% | -21.1% | -10.8% |
| 3M | -21.5% | +0.2% | -21.7% | -21.8% |
| 6M | -2.5% | +0.4% | -2.9% | -1.4% |
| YTD | -49.7% | +8.5% | -58.2% | -46.5% |
| 1Y | -59.1% | +4.9% | -64.0% | -57.0% |
| All | -83.7% | +1.3% | -85.0% | -83.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling