+72.3%
STLD vs FIGR
-31.9%
+104.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +7.9% | -5.8% | +1.7% |
| 7D | -9.7% | +12.5% | -22.2% | -10.1% |
| 30D | -4.5% | -14.1% | +9.5% | -4.1% |
| 3M | -13.1% | -14.3% | +1.2% | -13.0% |
| 6M | -2.8% | -34.8% | +32.1% | -1.6% |
| YTD | +35.3% | -40.0% | +75.3% | +31.7% |
| 1Y | +51.4% | -32.9% | +84.3% | +44.4% |
| All | +72.3% | -31.9% | +104.2% | +62.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling