-39.8%
FIGR vs SARO
-7.8%
-32.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.9% | +2.3% | +3.1% |
| 7D | -1.3% | +15.8% | -17.1% | -9.2% |
| 30D | -17.6% | +22.2% | -39.8% | -26.8% |
| 3M | -16.7% | -16.2% | -0.5% | -8.0% |
| 6M | -36.1% | +4.6% | -40.7% | -39.4% |
| YTD | -43.6% | -10.4% | -33.3% | -42.7% |
| 1Y | -39.8% | -6.5% | -33.3% | -41.6% |
| All | -39.8% | -7.8% | -32.1% | -41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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