-51.7%
FIG vs STM
+92.4%
-144.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -6.1% | +11.3% | +4.5% |
| 7D | -4.7% | -6.0% | +1.4% | -5.3% |
| 30D | +0.5% | -20.9% | +21.5% | -1.7% |
| 3M | -18.4% | -15.8% | -2.6% | -19.5% |
| 6M | +10.9% | -17.0% | +27.9% | +4.9% |
| YTD | -40.8% | +76.8% | -117.6% | -58.2% |
| 1Y | -51.7% | +96.5% | -148.2% | -68.4% |
| All | -51.7% | +92.4% | -144.1% | -68.4% |
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