-93.5%
FIGG vs SPY
+16.3%
-109.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +3.1% |
| 7D | -23.5% | -2.0% | -21.6% | -19.8% |
| 30D | -25.0% | -1.7% | -23.4% | -21.7% |
| 3M | -1.3% | +4.7% | -6.0% | -13.4% |
| 6M | -60.7% | +12.5% | -73.2% | -72.8% |
| YTD | -80.8% | +11.7% | -92.5% | -85.9% |
| All | -93.5% | +16.3% | -109.7% | -95.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 1y: compounded portfolio wealth divided by compounded SPY 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…
1y analysis · Full analysis span regression · 6 months rolling