-79.9%
FIG vs SU
+78.8%
-158.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.1% | +4.9% | +4.8% |
| 7D | -3.8% | +2.2% | -6.0% | -4.1% |
| 30D | -2.3% | +8.4% | -10.8% | -3.3% |
| 3M | +20.0% | +12.1% | +7.9% | +16.4% |
| 6M | -16.7% | +19.7% | -36.3% | -17.8% |
| YTD | -37.9% | +58.4% | -96.3% | -41.6% |
| 1Y | -58.5% | +67.2% | -125.8% | -62.1% |
| All | -79.9% | +78.8% | -158.7% | -82.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling