-80.9%
FIG vs SPY
+20.5%
-101.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -2.7% |
| 7D | -14.5% | -0.4% | -14.1% | -14.1% |
| 30D | -13.3% | -1.4% | -11.9% | -11.8% |
| 3M | +7.4% | +3.7% | +3.7% | +2.5% |
| 6M | -27.8% | +13.0% | -40.8% | -40.0% |
| YTD | -41.1% | +12.4% | -53.5% | -50.3% |
| 1Y | -58.7% | +18.5% | -77.3% | -65.9% |
| All | -80.9% | +20.5% | -101.5% | -83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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