-60.9%
SE vs FIGR
-35.2%
-25.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.8% | +3.3% | -0.9% |
| 7D | 0.0% | +5.6% | -5.6% | -0.7% |
| 30D | -19.4% | -18.2% | -1.2% | -17.6% |
| 3M | -33.1% | -19.0% | -14.1% | -31.8% |
| 6M | -11.4% | -38.0% | +26.5% | -7.7% |
| YTD | -39.8% | -42.9% | +3.1% | -39.0% |
| 1Y | -50.5% | -37.9% | -12.5% | -50.8% |
| All | -60.9% | -35.2% | -25.7% | -62.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling