-83.7%
FIG vs SAP
-18.2%
-65.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.1% | +6.1% | +5.8% |
| 7D | -13.1% | -0.7% | -12.4% | -13.0% |
| 30D | -13.0% | +11.1% | -24.1% | -21.4% |
| 3M | -21.5% | +17.0% | -38.6% | -32.2% |
| 6M | -2.5% | +34.8% | -37.3% | -25.6% |
| YTD | -49.7% | -2.2% | -47.4% | -52.6% |
| 1Y | -59.1% | -6.4% | -52.6% | -60.5% |
| All | -83.7% | -18.2% | -65.5% | -84.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling