-83.2%
FIG vs STT
+58.9%
-142.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +2.9% | +2.9% |
| 7D | +3.4% | +4.8% | -1.4% | +1.0% |
| 30D | -9.5% | +3.9% | -13.4% | -10.5% |
| 3M | -26.2% | -8.2% | -18.0% | -23.6% |
| 6M | +2.7% | +15.6% | -12.9% | -6.7% |
| YTD | -48.0% | +37.6% | -85.6% | -59.4% |
| 1Y | -52.0% | +50.1% | -102.2% | -65.9% |
| All | -83.2% | +58.9% | -142.1% | -88.3% |
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