-63.3%
SFM vs FIGR
-32.8%
-30.5%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.6% | -0.2% | +3.4% |
| 7D | -7.1% | +5.1% | -12.1% | -7.1% |
| 30D | -21.4% | -15.0% | -6.4% | -21.2% |
| 3M | -40.1% | -13.1% | -27.0% | -40.0% |
| 6M | -38.0% | -37.9% | -0.1% | -37.8% |
| YTD | -36.5% | -40.8% | +4.2% | -36.9% |
| 1Y | -35.2% | -33.1% | -2.1% | -36.3% |
| All | -63.3% | -32.8% | -30.5% | -62.5% |
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 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