-83.2%
FIG vs STM
+85.5%
-168.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.6% | +2.2% | +2.8% |
| 7D | +3.4% | +12.0% | -8.6% | +3.2% |
| 30D | -9.5% | -0.4% | -9.1% | -9.6% |
| 3M | -26.2% | -13.2% | -13.0% | -26.5% |
| 6M | +2.7% | -26.1% | +28.8% | -0.1% |
| YTD | -48.0% | +81.2% | -129.1% | -65.4% |
| 1Y | -52.0% | +98.3% | -150.4% | -69.8% |
| All | -83.2% | +85.5% | -168.7% | -89.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling