-68.7%
FIGS vs SPY
+81.0%
-149.7%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -2.4% |
| 7D | -11.6% | -0.4% | -11.2% | -11.0% |
| 30D | -7.9% | -1.4% | -6.5% | -5.9% |
| 3M | +13.7% | +3.7% | +10.0% | +7.4% |
| 6M | -14.3% | +13.0% | -27.3% | -29.4% |
| YTD | +16.7% | +12.4% | +4.3% | -3.5% |
| 1Y | +99.4% | +18.5% | +80.9% | +52.0% |
| 3Y | +138.5% | +77.6% | +60.9% | -11.4% |
| 5Y | -68.7% | +81.7% | -150.4% | -88.1% |
| All | -68.7% | +81.0% | -149.7% | -88.1% |
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