+22.5%
FIGR vs SBAC
-1.8%
+24.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.7% | -0.6% |
| 7D | +14.9% | +0.2% | +14.7% | +14.9% |
| 30D | +32.3% | +3.9% | +28.4% | +33.2% |
| 3M | +34.8% | -8.2% | +43.0% | +34.4% |
| 6M | +16.8% | -2.8% | +19.6% | +8.3% |
| YTD | -6.7% | -1.5% | -5.1% | -9.8% |
| All | +22.5% | -1.8% | +24.3% | +17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 10y: compounded portfolio wealth divided by compounded SBAC 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…
10y analysis · Full analysis span regression · 6 months rolling