-18.6%
FIG vs STM
+62.8%
-81.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.9% | -6.2% | -4.0% |
| 7D | -16.3% | +5.8% | -22.1% | -15.2% |
| 30D | -14.3% | -1.0% | -13.3% | -14.4% |
| 3M | +7.2% | -33.3% | +40.4% | +0.2% |
| 6M | -18.6% | +57.4% | -76.0% | -27.4% |
| All | -18.6% | +62.8% | -81.5% | -27.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling