-33.5%
SPXS vs FIGR
+1.6%
-35.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.1% | +5.9% | +1.3% |
| 7D | +6.4% | +1.0% | +5.4% | +6.6% |
| 30D | +6.0% | +31.4% | -25.4% | +11.1% |
| 3M | -11.6% | +30.3% | -41.9% | -6.5% |
| 6M | -28.7% | -7.6% | -21.1% | -26.8% |
| YTD | -26.3% | -10.5% | -15.8% | -21.8% |
| All | -33.5% | +1.6% | -35.0% | -27.7% |
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