-0.5%
SW vs FIGR
-36.9%
+36.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +8.7% | -9.7% | -1.3% |
| 7D | +2.3% | +5.3% | -3.0% | +2.1% |
| 30D | +6.8% | -17.9% | +24.7% | +7.6% |
| 3M | -5.2% | -20.5% | +15.3% | -4.6% |
| 6M | +7.4% | -40.2% | +47.6% | +9.1% |
| YTD | +17.4% | -44.4% | +61.8% | +18.2% |
| 1Y | +27.1% | -36.3% | +63.4% | +26.5% |
| All | -0.5% | -36.9% | +36.3% | +0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling