-83.6%
FIG vs STT
+59.6%
-143.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +1.1% |
| 7D | -14.3% | +0.4% | -14.7% | -14.2% |
| 30D | -13.6% | -0.4% | -13.2% | -13.2% |
| 3M | -23.7% | -6.5% | -17.2% | -21.8% |
| 6M | -5.4% | +17.2% | -22.6% | -14.7% |
| YTD | -49.2% | +38.2% | -87.4% | -60.5% |
| 1Y | -57.4% | +49.3% | -106.6% | -69.3% |
| All | -83.6% | +59.6% | -143.2% | -88.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling