-56.6%
FIG vs SAP
-19.9%
-36.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.7% | -4.0% | -4.0% |
| 7D | -16.4% | -0.3% | -16.1% | -16.2% |
| 30D | -2.3% | +2.6% | -4.9% | -4.2% |
| 3M | +7.8% | +16.3% | -8.4% | -6.6% |
| 6M | -21.8% | +6.4% | -28.2% | -27.4% |
| YTD | -39.1% | -11.4% | -27.7% | -34.5% |
| 1Y | -56.6% | -20.4% | -36.2% | -47.4% |
| All | -56.6% | -19.9% | -36.7% | -47.4% |
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