+17.6%
FIGR vs SPY
+17.1%
+0.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -2.3% |
| 7D | +1.0% | -2.0% | +3.0% | +7.1% |
| 30D | +31.4% | -1.7% | +33.0% | +38.3% |
| 3M | +30.3% | +4.7% | +25.5% | +15.7% |
| 6M | -7.6% | +12.5% | -20.1% | -32.7% |
| YTD | -10.5% | +11.7% | -22.2% | -32.2% |
| All | +17.6% | +17.1% | +0.4% | -26.8% |
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 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