-17.6%
SAP vs FIGR
+5.9%
-23.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.1% |
| 7D | -0.3% | +14.9% | -15.1% | -1.0% |
| 30D | +0.3% | +32.3% | -32.0% | -1.0% |
| 3M | +16.9% | +34.8% | -17.9% | +15.0% |
| 6M | +6.3% | +16.8% | -10.5% | +4.8% |
| YTD | -12.4% | -6.7% | -5.7% | -11.3% |
| All | -17.6% | +5.9% | -23.5% | -16.5% |
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