-83.6%
FIG vs STM
+84.4%
-168.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.3% |
| 7D | +2.6% | +16.3% | -13.7% | +2.3% |
| 30D | -13.1% | -6.3% | -6.8% | -13.3% |
| 3M | -20.3% | -14.1% | -6.2% | -20.7% |
| 6M | -2.1% | -19.6% | +17.4% | -7.1% |
| YTD | -49.4% | +80.1% | -129.5% | -66.4% |
| 1Y | -57.0% | +95.4% | -152.4% | -72.8% |
| All | -83.6% | +84.4% | -168.1% | -89.9% |
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