-83.7%
FIG vs SUI
+1.5%
-85.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.5% | +3.5% | +2.0% |
| 7D | -13.1% | +6.2% | -19.3% | -13.1% |
| 30D | -13.0% | +8.6% | -21.6% | -12.4% |
| 3M | -21.5% | +1.0% | -22.5% | -22.2% |
| 6M | -2.5% | -2.6% | +0.1% | -5.0% |
| YTD | -49.7% | -0.1% | -49.5% | -49.4% |
| 1Y | -59.1% | +0.5% | -59.6% | -58.5% |
| All | -83.7% | +1.5% | -85.2% | -81.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 10y: compounded portfolio wealth divided by compounded SUI 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…
10y analysis · Full analysis span regression · 6 months rolling