-83.7%
FIG vs SPG
+47.2%
-131.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +2.0% |
| 7D | -13.1% | +4.9% | -18.0% | -12.7% |
| 30D | -13.0% | +15.6% | -28.6% | -11.4% |
| 3M | -21.5% | +4.1% | -25.6% | -22.0% |
| 6M | -2.5% | +13.6% | -16.1% | +1.9% |
| YTD | -49.7% | +27.5% | -77.2% | -45.5% |
| 1Y | -59.1% | +32.2% | -91.3% | -54.8% |
| All | -83.7% | +47.2% | -131.0% | -76.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling