-8.4%
STRL vs FIGR
-35.2%
+26.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.8% | +4.4% | +0.9% |
| 7D | -19.8% | +5.6% | -25.4% | -20.9% |
| 30D | -43.6% | -18.2% | -25.3% | -40.7% |
| 3M | -45.2% | -19.0% | -26.2% | -43.2% |
| 6M | -65.7% | -38.0% | -27.7% | -62.3% |
| YTD | -5.4% | -42.9% | +37.4% | -2.4% |
| 1Y | -24.7% | -37.9% | +13.2% | -25.3% |
| All | -8.4% | -35.2% | +26.8% | -13.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling