+17.6%
FIGR vs SARO
-12.1%
+29.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.4% | -1.7% | -2.6% |
| 7D | +1.0% | -4.0% | +5.0% | +3.6% |
| 30D | +31.4% | -16.1% | +47.5% | +45.8% |
| 3M | +30.3% | -4.5% | +34.8% | +32.6% |
| 6M | -7.6% | -17.0% | +9.4% | +3.9% |
| YTD | -10.5% | -17.5% | +7.1% | -1.6% |
| All | +17.6% | -12.1% | +29.7% | +26.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling