-19.4%
SONY vs FIGR
+6.3%
-25.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +6.4% | -10.6% | -4.3% |
| 7D | -5.2% | +13.5% | -18.7% | -5.4% |
| 30D | +0.3% | +33.7% | -33.4% | -0.4% |
| 3M | +6.2% | +37.3% | -31.1% | +5.2% |
| 6M | +9.5% | +25.5% | -16.0% | +8.6% |
| YTD | -8.1% | -6.3% | -1.8% | -8.9% |
| All | -19.4% | +6.3% | -25.7% | -20.4% |
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