-29.0%
SGI vs FIGR
-28.7%
-0.3%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +6.1% | -9.1% | -3.4% |
| 7D | -10.7% | +22.8% | -33.5% | -11.9% |
| 30D | -3.6% | -5.8% | +2.2% | -3.4% |
| 3M | -5.4% | -16.3% | +10.9% | -4.7% |
| 6M | -7.0% | -35.0% | +28.0% | -5.8% |
| YTD | -31.6% | -37.1% | +5.5% | -30.7% |
| 1Y | -33.5% | -31.2% | -2.3% | -32.6% |
| All | -29.0% | -28.7% | -0.3% | -29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling