-79.1%
FIG vs SPYM
+21.9%
-101.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.0% | -3.9% |
| 7D | -16.3% | +0.1% | -16.4% | -16.4% |
| 30D | -14.3% | +0.1% | -14.4% | -14.3% |
| 3M | +7.2% | +2.0% | +5.1% | +5.1% |
| 6M | -18.6% | +13.1% | -31.7% | -32.0% |
| YTD | -35.5% | +13.6% | -49.1% | -46.2% |
| 1Y | -55.8% | +20.1% | -75.9% | -63.8% |
| All | -79.1% | +21.9% | -101.0% | -82.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling