-55.8%
FIG vs SAP
-19.8%
-36.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.5% | -3.5% |
| 7D | -16.3% | -2.9% | -13.4% | -14.0% |
| 30D | -14.3% | +9.0% | -23.3% | -21.0% |
| 3M | +7.2% | +14.9% | -7.8% | -6.2% |
| 6M | -18.6% | +11.9% | -30.5% | -27.7% |
| YTD | -35.5% | -9.9% | -25.6% | -31.9% |
| 1Y | -55.8% | -19.5% | -36.3% | -47.5% |
| All | -55.8% | -19.8% | -36.0% | -47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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