-83.2%
FIG vs SPOT
-7.0%
-76.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.0% | +2.1% | +2.8% |
| 7D | -12.6% | +2.5% | -15.1% | -13.2% |
| 30D | -13.8% | +15.1% | -28.9% | -17.9% |
| 3M | -16.7% | +24.8% | -41.5% | -23.3% |
| 6M | -6.1% | +45.8% | -51.9% | -17.0% |
| YTD | -48.1% | +4.9% | -53.0% | -54.2% |
| 1Y | -56.2% | -1.3% | -54.9% | -61.8% |
| All | -83.2% | -7.0% | -76.2% | -84.1% |
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