-80.9%
FIG vs SPOT
-20.1%
-60.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.2% | -2.9% |
| 7D | -14.5% | -6.5% | -8.0% | -12.5% |
| 30D | -13.3% | +2.2% | -15.5% | -14.4% |
| 3M | +7.4% | +5.4% | +2.0% | +4.5% |
| 6M | -27.8% | -4.0% | -23.8% | -28.6% |
| YTD | -41.1% | -9.9% | -31.2% | -45.2% |
| 1Y | -58.7% | -27.3% | -31.4% | -65.0% |
| All | -80.9% | -20.1% | -60.8% | -81.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 10y: compounded portfolio wealth divided by compounded SPOT 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…
10y analysis · Full analysis span regression · 6 months rolling