-57.0%
FIG vs SAP
-5.9%
-51.1%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.2% |
| 7D | +2.6% | -3.9% | +6.5% | +6.4% |
| 30D | -13.1% | +6.5% | -19.6% | -18.5% |
| 3M | -20.3% | +14.7% | -35.0% | -30.3% |
| 6M | -2.1% | +39.9% | -42.1% | -28.7% |
| YTD | -49.4% | -2.0% | -47.4% | -51.2% |
| 1Y | -57.0% | -6.0% | -51.0% | -55.0% |
| All | -57.0% | -5.9% | -51.1% | -55.0% |
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