+18.3%
SPYG vs FIGR
+6.3%
+12.1%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.4% | -6.9% | -1.0% |
| 7D | +1.2% | +13.5% | -12.4% | +0.2% |
| 30D | -1.6% | +33.7% | -35.3% | -4.0% |
| 3M | +3.4% | +37.3% | -34.0% | +0.4% |
| 6M | +18.9% | +25.5% | -6.6% | +15.7% |
| YTD | +13.8% | -6.3% | +20.1% | +10.9% |
| All | +18.3% | +6.3% | +12.1% | +13.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling