-80.9%
FIG vs SU
+79.3%
-160.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.7% | -4.9% | -3.5% |
| 7D | -14.5% | +1.6% | -16.0% | -14.6% |
| 30D | -13.3% | +10.7% | -24.0% | -14.3% |
| 3M | +7.4% | +13.5% | -6.1% | +4.1% |
| 6M | -27.8% | +21.8% | -49.6% | -28.8% |
| YTD | -41.1% | +58.8% | -100.0% | -44.6% |
| 1Y | -58.7% | +72.0% | -130.8% | -63.1% |
| All | -80.9% | +79.3% | -160.2% | -83.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling