-56.3%
FIG vs STM
+90.1%
-146.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +6.8% | -3.6% | +3.5% |
| 7D | -12.6% | -5.6% | -7.0% | -13.2% |
| 30D | -13.8% | -14.4% | +0.7% | -15.0% |
| 3M | -16.7% | -20.5% | +3.8% | -18.4% |
| 6M | -6.1% | -24.5% | +18.4% | -10.3% |
| YTD | -48.1% | +72.7% | -120.8% | -64.5% |
| All | -56.3% | +90.1% | -146.5% | -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