+58.4%
STT vs FIGR
-29.9%
+88.3%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.6% | 0.0% |
| 7D | +4.8% | +11.0% | -6.2% | +3.9% |
| 30D | +3.9% | +0.7% | +3.3% | +3.7% |
| 3M | -8.2% | -20.9% | +12.7% | -7.2% |
| 6M | +15.6% | -37.7% | +53.4% | +18.0% |
| YTD | +37.6% | -38.2% | +75.9% | +35.7% |
| 1Y | +50.1% | -27.1% | +77.2% | +45.5% |
| All | +58.4% | -29.9% | +88.3% | +58.5% |
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