-79.1%
FIG vs SPOT
-17.2%
-62.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.2% | -1.2% | -3.3% |
| 7D | -16.3% | -0.9% | -15.4% | -16.1% |
| 30D | -14.3% | +12.5% | -26.8% | -18.1% |
| 3M | +7.2% | +9.9% | -2.7% | +2.8% |
| 6M | -18.6% | +1.6% | -20.2% | -20.9% |
| YTD | -35.5% | -6.6% | -28.9% | -40.7% |
| 1Y | -55.8% | -22.9% | -32.9% | -62.1% |
| All | -79.1% | -17.2% | -62.0% | -79.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling