-79.1%
FIG vs SRE
+7.1%
-86.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.7% | -4.6% |
| 7D | -16.3% | -0.3% | -16.0% | -16.4% |
| 30D | -14.3% | -0.7% | -13.6% | -14.5% |
| 3M | +7.2% | -6.3% | +13.5% | +4.4% |
| 6M | -18.6% | -10.7% | -8.0% | -21.0% |
| YTD | -35.5% | -3.5% | -32.0% | -36.7% |
| 1Y | -55.8% | +5.3% | -61.1% | -51.4% |
| All | -79.1% | +7.1% | -86.2% | -76.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling