+12.1%
FIGR vs SARO
-10.7%
+22.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.6% | -6.3% | -5.7% |
| 7D | -3.0% | -3.1% | +0.1% | -1.2% |
| 30D | +13.7% | -12.2% | +25.9% | +22.7% |
| 3M | +23.9% | -7.4% | +31.2% | +29.0% |
| 6M | -8.4% | -15.3% | +6.8% | +1.5% |
| YTD | -14.6% | -16.2% | +1.6% | -7.2% |
| 1Y | +12.1% | -12.1% | +24.2% | +19.5% |
| All | +12.1% | -10.7% | +22.8% | +19.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling