+23.0%
FIGR vs SBAC
-0.8%
+23.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.4% | +6.8% | +6.3% |
| 7D | +13.5% | -0.1% | +13.6% | +13.5% |
| 30D | +33.7% | +3.2% | +30.5% | +34.5% |
| 3M | +37.3% | -5.1% | +42.4% | +37.6% |
| 6M | +25.5% | -2.1% | +27.6% | +16.3% |
| YTD | -6.3% | -0.5% | -5.8% | -9.3% |
| All | +23.0% | -0.8% | +23.8% | +18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling