-80.8%
FIG vs SPYM
+19.9%
-100.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +1.3% |
| 7D | -12.2% | -2.0% | -10.2% | -10.1% |
| 30D | -11.0% | -1.6% | -9.3% | -9.1% |
| 3M | +11.9% | +4.7% | +7.1% | +5.0% |
| 6M | -21.9% | +12.6% | -34.5% | -34.9% |
| YTD | -40.8% | +11.8% | -52.5% | -49.6% |
| 1Y | -56.6% | +17.5% | -74.2% | -64.0% |
| All | -80.8% | +19.9% | -100.8% | -83.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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