+53.4%
STRL vs FIGR
+1.6%
+51.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.1% | +2.0% | -1.1% |
| 7D | +5.4% | +1.0% | +4.4% | +5.1% |
| 30D | -9.0% | +31.4% | -40.3% | -15.7% |
| 3M | -37.1% | +30.3% | -67.3% | -41.8% |
| 6M | +17.8% | -7.6% | +25.4% | +17.0% |
| YTD | +58.3% | -10.5% | +68.8% | +47.2% |
| All | +53.4% | +1.6% | +51.8% | +31.0% |
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 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