-80.3%
FIG vs SRE
+8.9%
-89.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +1.7% | -7.4% | -5.1% |
| 7D | -16.4% | +1.4% | -17.8% | -15.9% |
| 30D | -2.3% | +1.9% | -4.2% | -1.5% |
| 3M | +7.8% | -3.3% | +11.1% | +6.2% |
| 6M | -21.8% | -6.4% | -15.4% | -23.5% |
| YTD | -39.1% | -1.8% | -37.3% | -39.9% |
| 1Y | -56.6% | +10.7% | -67.4% | -47.4% |
| All | -80.3% | +8.9% | -89.2% | -77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 3y: compounded portfolio wealth divided by compounded SRE 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…
3y analysis · Full analysis span regression · 6 months rolling