+16.3%
SPY vs FIGR
-29.9%
+46.2%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | -0.3% |
| 7D | +2.6% | +11.0% | -8.4% | +2.0% |
| 30D | -2.0% | +0.7% | -2.7% | -2.2% |
| 3M | -2.8% | -20.9% | +18.1% | -2.1% |
| 6M | +2.1% | -37.7% | +39.9% | +3.5% |
| YTD | +11.5% | -38.2% | +49.7% | +11.4% |
| 1Y | +13.5% | -27.1% | +40.6% | +12.0% |
| All | +16.3% | -29.9% | +46.2% | +15.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling