+19.4%
SM vs FIGR
-32.8%
+52.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.6% | +1.9% | +5.9% |
| 7D | +0.3% | +5.1% | -4.8% | +0.8% |
| 30D | -17.3% | -15.0% | -2.3% | -18.2% |
| 3M | -3.6% | -13.1% | +9.5% | -3.8% |
| 6M | +2.9% | -37.9% | +40.8% | +1.0% |
| YTD | +70.2% | -40.8% | +111.0% | +68.7% |
| 1Y | +66.5% | -33.1% | +99.6% | +63.6% |
| All | +19.4% | -32.8% | +52.2% | +20.5% |
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 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