-80.3%
FIG vs STT
+74.9%
-155.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.2% | -4.5% | -5.2% |
| 7D | -16.4% | +2.2% | -18.5% | -17.1% |
| 30D | -2.3% | +3.9% | -6.2% | -4.2% |
| 3M | +7.8% | +19.2% | -11.4% | -2.1% |
| 6M | -21.8% | +60.4% | -82.2% | -43.6% |
| YTD | -39.1% | +51.5% | -90.6% | -54.4% |
| 1Y | -56.6% | +76.3% | -132.9% | -71.1% |
| All | -80.3% | +74.9% | -155.2% | -86.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling