-83.6%
FIG vs SPYM
+20.5%
-104.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | 0.0% |
| 7D | -14.3% | -0.9% | -13.4% | -12.5% |
| 30D | -13.6% | -2.4% | -11.3% | -10.3% |
| 3M | -23.7% | -1.1% | -22.6% | -21.9% |
| 6M | -5.4% | +3.3% | -8.7% | -8.5% |
| YTD | -49.2% | +12.4% | -61.6% | -56.7% |
| 1Y | -57.4% | +12.5% | -69.9% | -63.8% |
| All | -83.6% | +20.5% | -104.1% | -85.8% |
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