+67.2%
SU vs FIGR
-3.1%
+70.4%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.6% | +4.5% | -0.2% |
| 7D | +2.2% | -3.0% | +5.3% | +2.2% |
| 30D | +8.4% | +13.7% | -5.2% | +8.7% |
| 3M | +12.1% | +23.9% | -11.8% | +12.6% |
| 6M | +19.7% | -8.4% | +28.1% | +20.1% |
| YTD | +58.4% | -14.6% | +73.0% | +58.3% |
| 1Y | +67.2% | +12.1% | +55.1% | +67.1% |
| All | +67.2% | -3.1% | +70.4% | +67.1% |
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