-58.1%
FIG vs STT
+48.0%
-106.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.4% | -4.4% | -4.2% |
| 7D | -11.4% | +1.1% | -12.5% | -11.3% |
| 30D | -17.2% | -1.9% | -15.3% | -16.5% |
| 3M | -26.6% | -7.6% | -19.0% | -25.1% |
| 6M | -9.8% | +16.0% | -25.8% | -16.3% |
| YTD | -50.1% | +36.2% | -86.3% | -59.7% |
| 1Y | -58.1% | +46.8% | -104.8% | -69.8% |
| All | -58.1% | +48.0% | -106.0% | -69.8% |
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 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