-79.1%
FIG vs SPG
+33.6%
-112.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.4% | -4.6% |
| 7D | -16.3% | -2.4% | -13.9% | -16.8% |
| 30D | -14.3% | -6.8% | -7.5% | -15.8% |
| 3M | +7.2% | +2.7% | +4.5% | +10.6% |
| 6M | -18.6% | +5.5% | -24.1% | -16.3% |
| YTD | -35.5% | +15.7% | -51.2% | -30.7% |
| 1Y | -55.8% | +20.9% | -76.7% | -51.8% |
| All | -79.1% | +33.6% | -112.7% | -70.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling