-83.7%
FIG vs STT
+50.9%
-134.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +1.9% |
| 7D | -13.1% | -2.5% | -10.6% | -11.5% |
| 30D | -13.0% | -5.0% | -8.0% | -10.5% |
| 3M | -21.5% | -10.5% | -11.1% | -17.7% |
| 6M | -2.5% | +10.0% | -12.5% | -9.3% |
| YTD | -49.7% | +30.7% | -80.3% | -59.7% |
| 1Y | -59.1% | +43.8% | -102.9% | -70.3% |
| All | -83.7% | +50.9% | -134.6% | -88.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling