-80.3%
FIG vs STM
+106.0%
-186.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.5% | -5.2% | -5.7% |
| 7D | -16.4% | +5.2% | -21.6% | -16.3% |
| 30D | -2.3% | -7.4% | +5.0% | -2.4% |
| 3M | +7.8% | -30.6% | +38.5% | +8.8% |
| 6M | -21.8% | +66.4% | -88.2% | -41.9% |
| YTD | -39.1% | +101.1% | -140.3% | -59.4% |
| 1Y | -56.6% | +97.4% | -154.0% | -72.1% |
| All | -80.3% | +106.0% | -186.3% | -87.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling