-58.5%
FIG vs SPXU
-36.3%
-22.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -2.4% | +7.2% | +3.7% |
| 7D | -3.8% | +2.5% | -6.3% | -2.6% |
| 30D | -2.3% | +4.2% | -6.5% | -0.2% |
| 3M | +20.0% | -9.3% | +29.2% | +15.5% |
| 6M | -16.7% | -30.7% | +14.0% | -30.8% |
| YTD | -37.9% | -28.1% | -9.8% | -45.8% |
| 1Y | -58.5% | -35.2% | -23.3% | -67.2% |
| All | -58.5% | -36.3% | -22.3% | -67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 1y: compounded portfolio wealth divided by compounded SPXU 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…
1y analysis · Full analysis span regression · 6 months rolling