+19.3%
SPG vs FIGR
+6.3%
+13.0%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.4% | -5.2% | +1.2% |
| 7D | 0.0% | +13.5% | -13.5% | +0.1% |
| 30D | -4.9% | +33.7% | -38.6% | -4.6% |
| 3M | +3.3% | +37.3% | -34.0% | +3.8% |
| 6M | +11.2% | +25.5% | -14.3% | +11.9% |
| YTD | +17.1% | -6.3% | +23.4% | +17.4% |
| All | +19.3% | +6.3% | +13.0% | +23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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