-44.7%
STLA vs FIGR
+5.9%
-50.6%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.8% |
| 7D | +0.4% | +14.9% | -14.5% | 0.0% |
| 30D | -5.2% | +32.3% | -37.5% | -5.7% |
| 3M | -24.9% | +34.8% | -59.7% | -25.3% |
| 6M | -25.2% | +16.8% | -42.0% | -25.4% |
| YTD | -51.4% | -6.7% | -44.8% | -52.3% |
| All | -44.7% | +5.9% | -50.6% | -47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 5y: compounded portfolio wealth divided by compounded FIGR 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…
5y analysis · Full analysis span regression · 6 months rolling