-27.1%
FIGR vs SBAC
-2.9%
-24.2%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.2% | -1.6% |
| 7D | +11.0% | +0.6% | +10.4% | +11.0% |
| 30D | +0.7% | +5.5% | -4.8% | +1.1% |
| 3M | -20.9% | +3.1% | -24.0% | -21.0% |
| 6M | -37.7% | -7.0% | -30.7% | -37.8% |
| YTD | -38.2% | +0.5% | -38.7% | -38.9% |
| 1Y | -27.1% | +0.2% | -27.3% | -26.8% |
| All | -27.1% | -2.9% | -24.2% | -26.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling