+100.8%
STM vs FIGR
+6.3%
+94.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.4% | -6.9% | -1.3% |
| 7D | +5.2% | +13.5% | -8.3% | +3.6% |
| 30D | -7.4% | +33.7% | -41.1% | -10.8% |
| 3M | -30.6% | +37.3% | -68.0% | -33.4% |
| 6M | +66.4% | +25.5% | +40.8% | +59.8% |
| YTD | +101.1% | -6.3% | +107.4% | +95.2% |
| All | +100.8% | +6.3% | +94.6% | +86.9% |
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