-55.8%
FIG vs STM
+107.3%
-163.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.9% | -6.2% | -4.3% |
| 7D | -16.3% | +5.8% | -22.1% | -16.2% |
| 30D | -14.3% | -1.0% | -13.3% | -14.4% |
| 3M | +7.2% | -33.3% | +40.4% | +8.1% |
| 6M | -18.6% | +57.4% | -76.0% | -37.3% |
| YTD | -35.5% | +102.2% | -137.6% | -56.8% |
| 1Y | -55.8% | +99.6% | -155.4% | -72.3% |
| All | -55.8% | +107.3% | -163.1% | -72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 1y: compounded portfolio wealth divided by compounded STM 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…
1y analysis · Full analysis span regression · 6 months rolling