+0.4%
SW vs FIGR
-41.9%
+42.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -9.2% | +7.7% | -1.1% |
| 7D | +4.7% | -11.4% | +16.1% | +5.2% |
| 30D | +5.0% | -23.6% | +28.6% | +6.1% |
| 3M | -7.3% | -27.3% | +19.9% | -6.3% |
| 6M | +15.0% | -44.0% | +58.9% | +17.1% |
| YTD | +18.5% | -48.8% | +67.3% | +19.8% |
| 1Y | +27.1% | -46.0% | +73.1% | +28.0% |
| All | +0.4% | -41.9% | +42.4% | +2.1% |
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 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