+0.6%
FIG vs SSPC
-37.2%
+37.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SSPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.3% | -2.6% | -3.9% |
| 7D | -11.4% | -8.3% | -3.1% | -11.9% |
| 30D | -17.2% | +12.8% | -30.0% | -19.7% |
| 3M | -26.6% | -29.8% | +3.2% | -25.8% |
| All | +0.6% | -37.2% | +37.9% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SSPC.
Daily Out/Under-Performance
Portfolio return minus SSPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSPC 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 6mo: compounded portfolio wealth divided by compounded SSPC 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…
6mo analysis · Full analysis span regression · Available span rolling