-80.3%
FIG vs SPY
+21.1%
-101.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.5% | -5.1% | -5.0% |
| 7D | -16.4% | +0.5% | -16.9% | -16.9% |
| 30D | -2.3% | -0.9% | -1.4% | -1.1% |
| 3M | +7.8% | +3.9% | +3.9% | +2.8% |
| 6M | -21.8% | +14.5% | -36.4% | -36.5% |
| YTD | -39.1% | +12.9% | -52.0% | -48.9% |
| 1Y | -56.6% | +19.4% | -76.0% | -64.3% |
| All | -80.3% | +21.1% | -101.4% | -83.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling