-55.8%
FIG vs STT
+75.3%
-131.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.2% | -4.5% | -4.4% |
| 7D | -16.3% | +0.5% | -16.8% | -16.5% |
| 30D | -14.3% | +3.9% | -18.2% | -16.0% |
| 3M | +7.2% | +20.0% | -12.8% | -4.2% |
| 6M | -18.6% | +55.3% | -73.9% | -42.1% |
| YTD | -35.5% | +53.3% | -88.8% | -54.4% |
| 1Y | -55.8% | +74.7% | -130.5% | -74.1% |
| All | -55.8% | +75.3% | -131.1% | -74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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