-18.1%
SONY vs FIGR
-3.1%
-15.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.6% | +6.3% | +1.7% |
| 7D | -2.7% | -3.0% | +0.3% | -2.7% |
| 30D | +1.5% | +13.7% | -12.1% | +1.1% |
| 3M | +13.0% | +23.9% | -10.9% | +12.1% |
| 6M | +11.2% | -8.4% | +19.6% | +11.1% |
| YTD | -6.6% | -14.6% | +8.0% | -7.4% |
| 1Y | -18.1% | +12.1% | -30.2% | -19.0% |
| All | -18.1% | -3.1% | -15.0% | -19.0% |
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 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