+23.6%
SAN vs FIGR
-41.8%
+65.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +4.2% | +2.3% | +6.0% |
| 7D | +4.5% | -1.3% | +5.9% | +4.7% |
| 30D | -12.1% | -17.6% | +5.5% | -10.6% |
| 3M | -15.6% | -16.7% | +1.2% | -14.9% |
| 6M | +5.8% | -36.1% | +41.9% | +8.5% |
| YTD | +5.5% | -43.6% | +49.1% | +7.3% |
| 1Y | +23.6% | -39.8% | +63.4% | +25.9% |
| All | +23.6% | -41.8% | +65.4% | +25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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