+132.1%
FIGS vs SPY
+75.5%
+56.6%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -1.7% |
| 7D | -14.8% | -2.0% | -12.8% | -12.9% |
| 30D | -9.3% | -1.7% | -7.6% | -7.6% |
| 3M | +12.8% | +4.7% | +8.1% | +7.4% |
| 6M | -19.6% | +12.5% | -32.1% | -29.6% |
| YTD | +14.0% | +11.7% | +2.3% | +0.3% |
| 1Y | +89.9% | +17.5% | +72.4% | +58.1% |
| All | +132.1% | +75.5% | +56.6% | +8.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling