-19.9%
SYK vs FIGR
-11.3%
-8.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.6% | +6.7% | +2.0% |
| 7D | -9.1% | -3.0% | -6.1% | -9.1% |
| 30D | -20.6% | +13.7% | -34.3% | -20.8% |
| 3M | -9.6% | +23.9% | -33.5% | -10.3% |
| 6M | -19.9% | -8.4% | -11.4% | -19.3% |
| All | -19.9% | -11.3% | -8.6% | -19.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling