-0.7%
SW vs FIGR
-32.8%
+32.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.6% | -4.4% | -0.9% |
| 7D | -2.6% | +5.1% | -7.6% | -2.8% |
| 30D | +7.2% | -15.0% | +22.2% | +7.8% |
| 3M | -10.5% | -13.1% | +2.7% | -10.2% |
| 6M | +9.9% | -37.9% | +47.8% | +11.4% |
| YTD | +17.2% | -40.8% | +58.0% | +17.7% |
| 1Y | +26.5% | -33.1% | +59.6% | +25.7% |
| All | -0.7% | -32.8% | +32.1% | +0.3% |
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