+53.9%
STRL vs FIGR
-0.1%
+54.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.7% | +6.4% | +5.9% |
| 7D | +3.4% | -0.2% | +3.6% | +3.3% |
| 30D | -9.2% | +25.2% | -34.4% | -15.0% |
| 3M | -51.0% | +14.8% | -65.9% | -53.4% |
| 6M | +15.8% | +17.9% | -2.2% | +10.0% |
| YTD | +58.9% | -11.9% | +70.8% | +48.4% |
| All | +53.9% | -0.1% | +54.0% | +32.0% |
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 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