-95.6%
FIGG vs SPY
+16.0%
-111.6%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.4% | +6.9% | +7.6% |
| 7D | +6.9% | +2.6% | +4.3% | -0.2% |
| 30D | -24.7% | -2.0% | -22.7% | -16.4% |
| 3M | -54.2% | -2.8% | -51.4% | -48.2% |
| 6M | -33.0% | +2.1% | -35.2% | -32.9% |
| YTD | -86.9% | +11.5% | -98.4% | -89.8% |
| 1Y | -89.5% | +13.5% | -102.9% | -92.4% |
| All | -95.6% | +16.0% | -111.6% | -96.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling