+79.1%
STM vs FIGR
-32.8%
+111.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.6% | -0.2% | +3.0% |
| 7D | +1.4% | +5.1% | -3.6% | +0.8% |
| 30D | -8.4% | -15.0% | +6.6% | -6.7% |
| 3M | -15.8% | -13.1% | -2.7% | -15.0% |
| 6M | -22.8% | -37.9% | +15.1% | -19.8% |
| YTD | +79.4% | -40.8% | +120.1% | +83.1% |
| 1Y | +97.0% | -33.1% | +130.1% | +97.4% |
| All | +79.1% | -32.8% | +111.9% | +75.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling