+68.7%
STLD vs FIGR
-36.9%
+105.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.7% | -8.3% | +0.1% |
| 7D | -11.1% | +5.3% | -16.4% | -11.3% |
| 30D | -4.8% | -17.9% | +13.1% | -4.2% |
| 3M | -14.6% | -20.5% | +6.0% | -14.2% |
| 6M | -7.4% | -40.2% | +32.8% | -5.9% |
| YTD | +32.6% | -44.4% | +76.9% | +29.5% |
| 1Y | +47.3% | -36.3% | +83.7% | +40.4% |
| All | +68.7% | -36.9% | +105.6% | +59.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling