-5.3%
SNY vs FIGR
-3.1%
-2.1%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.6% | +4.8% | 0.0% |
| 7D | -3.3% | -3.0% | -0.3% | -3.4% |
| 30D | -2.2% | +13.7% | -15.8% | -1.8% |
| 3M | -3.0% | +23.9% | -26.9% | -2.3% |
| 6M | +2.7% | -8.4% | +11.2% | +2.7% |
| YTD | -6.8% | -14.6% | +7.8% | -7.1% |
| 1Y | -5.3% | +12.1% | -17.3% | -4.4% |
| All | -5.3% | -3.1% | -2.1% | -4.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling