-22.5%
SGI vs FIGR
+1.6%
-24.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.1% | +1.0% | -2.9% |
| 7D | -4.9% | +1.0% | -5.9% | -5.0% |
| 30D | +1.6% | +31.4% | -29.8% | +0.1% |
| 3M | -3.2% | +30.3% | -33.5% | -4.5% |
| 6M | -16.0% | -7.6% | -8.4% | -16.9% |
| YTD | -25.4% | -10.5% | -15.0% | -25.7% |
| All | -22.5% | +1.6% | -24.1% | -24.0% |
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