-7.9%
SAP vs FIGR
-35.2%
+27.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.8% | +3.3% | -1.3% |
| 7D | +1.5% | +5.6% | -4.1% | +1.2% |
| 30D | +8.8% | -18.2% | +27.0% | +9.7% |
| 3M | +12.1% | -19.0% | +31.1% | +13.1% |
| 6M | +34.6% | -38.0% | +72.5% | +36.9% |
| YTD | -2.1% | -42.9% | +40.7% | +1.3% |
| 1Y | -5.5% | -37.9% | +32.4% | -2.8% |
| All | -7.9% | -35.2% | +27.3% | -4.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling