-55.8%
FIG vs SU
+70.8%
-126.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.3% | -3.0% | -4.2% |
| 7D | -16.3% | +2.9% | -19.2% | -16.5% |
| 30D | -14.3% | +7.2% | -21.5% | -14.9% |
| 3M | +7.2% | +2.8% | +4.3% | +4.7% |
| 6M | -18.6% | +18.2% | -36.8% | -17.2% |
| YTD | -35.5% | +54.0% | -89.4% | -34.1% |
| 1Y | -55.8% | +70.1% | -125.9% | -55.3% |
| All | -55.8% | +70.8% | -126.5% | -55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 1y: compounded portfolio wealth divided by compounded SU 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…
1y analysis · Full analysis span regression · 6 months rolling