-69.3%
SMR vs FIGR
+5.9%
-75.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.2% |
| 7D | +13.1% | +14.9% | -1.8% | +7.1% |
| 30D | +17.8% | +32.3% | -14.5% | +4.4% |
| 3M | +8.1% | +34.8% | -26.7% | -5.7% |
| 6M | -11.1% | +16.8% | -27.9% | -19.5% |
| YTD | -23.7% | -6.7% | -17.1% | -31.6% |
| All | -69.3% | +5.9% | -75.2% | -75.7% |
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