-80.9%
FIG vs SRE
+8.3%
-89.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.7% | -3.4% |
| 7D | -14.5% | +1.5% | -15.9% | -14.0% |
| 30D | -13.3% | +0.8% | -14.1% | -12.9% |
| 3M | +7.4% | -5.8% | +13.2% | +4.8% |
| 6M | -27.8% | -7.8% | -20.0% | -29.4% |
| YTD | -41.1% | -2.4% | -38.8% | -42.0% |
| 1Y | -58.7% | +8.9% | -67.6% | -51.3% |
| All | -80.9% | +8.3% | -89.2% | -78.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling