-62.2%
SFM vs FIGR
-29.9%
-32.2%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +1.4% |
| 7D | +6.0% | +11.0% | -4.9% | +5.9% |
| 30D | -19.5% | +0.7% | -20.1% | -19.5% |
| 3M | -37.0% | -20.9% | -16.1% | -36.8% |
| 6M | -41.0% | -37.7% | -3.3% | -40.8% |
| YTD | -34.6% | -38.2% | +3.6% | -35.1% |
| 1Y | -36.3% | -27.1% | -9.2% | -37.6% |
| All | -62.2% | -29.9% | -32.2% | -61.4% |
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