-52.0%
FIG vs SPG
+33.2%
-85.3%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.3% | +3.1% | +2.8% |
| 7D | +3.4% | +2.0% | +1.4% | +3.0% |
| 30D | -9.5% | +17.2% | -26.7% | -10.8% |
| 3M | -26.2% | +6.3% | -32.5% | -27.5% |
| 6M | +2.7% | +18.7% | -16.0% | +4.8% |
| YTD | -48.0% | +30.1% | -78.0% | -47.8% |
| 1Y | -52.0% | +32.8% | -84.8% | -52.8% |
| All | -52.0% | +33.2% | -85.3% | -52.8% |
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