+101.9%
STM vs FIGR
-0.1%
+102.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.0% |
| 7D | +5.8% | -0.2% | +6.0% | +5.7% |
| 30D | -1.0% | +25.2% | -26.2% | -3.9% |
| 3M | -33.3% | +14.8% | -48.1% | -34.7% |
| 6M | +57.4% | +17.9% | +39.4% | +52.3% |
| YTD | +102.2% | -11.9% | +114.1% | +97.7% |
| All | +101.9% | -0.1% | +102.0% | +89.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling