-10.5%
STRL vs FIGR
-30.4%
+20.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.8% | -1.3% | -2.6% |
| 7D | +15.7% | +11.0% | +4.7% | +12.9% |
| 30D | -35.5% | +0.7% | -36.1% | -35.7% |
| 3M | -47.1% | -20.9% | -26.3% | -45.2% |
| 6M | -65.8% | -37.7% | -28.0% | -63.2% |
| YTD | -4.5% | -38.2% | +33.7% | -5.3% |
| 1Y | -10.5% | -27.1% | +16.6% | -17.4% |
| All | -10.5% | -30.4% | +20.0% | -17.4% |
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 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