+17.3%
FIGR vs SUNB
+0.6%
+16.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.7% | -4.0% | -4.5% |
| 7D | -3.0% | +6.0% | -9.0% | -4.5% |
| 30D | +13.7% | -9.7% | +23.4% | +16.4% |
| 3M | +23.9% | -9.8% | +33.7% | +25.5% |
| 6M | -8.4% | +3.1% | -11.5% | -10.3% |
| All | +17.3% | +0.6% | +16.7% | +13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SUNB.
Daily Out/Under-Performance
Portfolio return minus SUNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUNB 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 SUNB 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