-51.7%
FIG vs SPG
+34.3%
-86.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.9% | +2.3% | +4.9% |
| 7D | -4.7% | +8.2% | -12.8% | -5.3% |
| 30D | +0.5% | +13.5% | -12.9% | -0.6% |
| 3M | -18.4% | +2.2% | -20.6% | -19.7% |
| 6M | +10.9% | +15.9% | -5.0% | +13.5% |
| YTD | -40.8% | +27.6% | -68.4% | -40.2% |
| 1Y | -51.7% | +30.9% | -82.6% | -52.2% |
| All | -51.7% | +34.3% | -86.0% | -52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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